Assessing the Error Probability of the Model Selection Test
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DOI: 10.1023/A:1003140609666
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Cited by:
- Sugiyama Masashi & Müller Klaus-Robert, 2005. "Input-dependent estimation of generalization error under covariate shift," Statistics & Risk Modeling, De Gruyter, vol. 23(4), pages 249-279, April.
- Ogasawara, Haruhiko, 2015. "Asymptotic cumulants of some information criteria," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) 10252/5446, Otaru University of Commerce.
- R. Golden, 2003. "Discrepancy Risk Model Selection Test theory for comparing possibly misspecified or nonnested models," Psychometrika, Springer;The Psychometric Society, vol. 68(2), pages 229-249, June.
- Hidetoshi Shimodaira, 1998. "An Application of Multiple Comparison Techniques to Model Selection," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(1), pages 1-13, March.
- Ogasawara, Haruhiko, 2015. "Asymptotic cumulants of some information criteria (2nd version)," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) 10252/5497, Otaru University of Commerce.
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Keywords
Akaike's information criterion; model selection; fixed alternatives; local alternatives; test on expected discrepancies; error probability; canonical correlation coefficient;All these keywords.
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