On the Underfitting and Overfitting Sets of Models Chosen by Order Selection Criteria

Journal of Multivariate Analysis

Volumn 70, Issue 2, 1999, Pages 221-249

  Guyon, Xavier ^a   Yao, Jian feng ^a  

^a University Paris I Sorbonne Panthéon   (France)

Author keywords

AIC; BIC; Markov fields; Model selection; Regressions and autoregressions; Stable law; Strong consistency; Underfitting and overfitting; Weak consistency

Indexed keywords

EID: 0033174020     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1999.1828     Document Type: Article

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