Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping for the Switch Criterion in Nested Model Selection (Q4602123)

From MaRDI portal





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)
    0 references
    26 January 2018
    0 references
    AIC-BIC dilemma
    0 references
    consistency
    0 references
    exponential family
    0 references
    model selection
    0 references
    optional stopping
    0 references
    post model selection estimation
    0 references
    switch distribution
    0 references
    worst-case risk
    0 references

    Identifiers