Model selection and prediction: Normal regression

Annals of the Institute of Statistical Mathematics

Volumn 45, Issue 1, 1993, Pages 35-54

  Speed, T P ^a   Yu, Bin ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

accumulated prediction error (APE); AIC; BIC; FPE; Model selection; overfit and underfit probability; prediction lower bound; stochastic complexity

Indexed keywords

EID: 0002176208     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/BF00773667     Document Type: Article

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