Bootstrap Model Selection

DOI10.2307/2291661zbMath0869.62030OpenAlexW4256095779MaRDI QIDQ3129046

Publication date: 9 September 1997

Full work available at URL: https://doi.org/10.2307/2291661

consistency prediction error model selection linear models autoregressive time series generalized linear models bootstrap sample size bootstrap estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02) Nonparametric statistical resampling methods (62G09)

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