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Model selection and prediction: Normal regression

T. Speed and Bin Yu

Annals of the Institute of Statistical Mathematics, 1993, vol. 45, issue 1, 35-54

Keywords: Model selection; prediction lower bound; accumulated prediction error (APE); AIC; BIC; FPE; stochastic complexity; overfit and underfit probability (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (12)

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DOI: 10.1007/BF00773667

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