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Bootstrap model selection for possibly dependent and heterogeneous data

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  • Alessio Sancetta

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  • Alessio Sancetta, 2010. "Bootstrap model selection for possibly dependent and heterogeneous data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(3), pages 515-546, June.
    • Handle: RePEc:spr:aistmt:v:62:y:2010:i:3:p:515-546
    DOI: 10.1007/s10463-008-0183-3
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    References listed on IDEAS

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    1. Nicolò Cesa Bianchi & Gábor Lugosi, 1999. "Worst-case bounds for the logarithmic loss of predictors," Economics Working Papers 418, Department of Economics and Business, Universitat Pompeu Fabra.
    2. Peter L. Bartlett & Stéphane Boucheron & Gábor Lugosi, 2000. "Model selection and error estimation," Economics Working Papers 508, Department of Economics and Business, Universitat Pompeu Fabra.
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