Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping for the Switch Criterion in Nested Model Selection (Q4602123)
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scientific article; zbMATH DE number 6829979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping for the Switch Criterion in Nested Model Selection |
scientific article; zbMATH DE number 6829979 |
Statements
Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping for the Switch Criterion in Nested Model Selection (English)
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26 January 2018
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AIC-BIC dilemma
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consistency
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exponential family
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model selection
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optional stopping
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post model selection estimation
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switch distribution
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worst-case risk
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