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Model selection using the estimative and the approximate \(p^*\) predictive densities - MaRDI portal

Model selection using the estimative and the approximate \(p^*\) predictive densities (Q1585871)

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scientific article; zbMATH DE number 1529860
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English
Model selection using the estimative and the approximate \(p^*\) predictive densities
scientific article; zbMATH DE number 1529860

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    Model selection using the estimative and the approximate \(p^*\) predictive densities (English)
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    4 October 2001
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    Akaike's criterion
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    misspecification statistic
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    natural exponential model
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    predictive sample reuse method
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    squared prediction error
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    cross-validation
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