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

DOI10.1023/A:1004132915192zbMath0971.62014OpenAlexW2062874598MaRDI QIDQ1585871

Paolo Vidoni

Publication date: 4 October 2001

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1004132915192

zbMATH Keywords

cross-validationAkaike's criterionsquared prediction errormisspecification statisticnatural exponential modelpredictive sample reuse method

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference (62F99)

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