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Bias-variance trade-off for prequential model list selection

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  • Ernest Fokoue
  • Bertrand Clarke

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  • Ernest Fokoue & Bertrand Clarke, 2011. "Bias-variance trade-off for prequential model list selection," Statistical Papers, Springer, vol. 52(4), pages 813-833, November.
    • Handle: RePEc:spr:stpapr:v:52:y:2011:i:4:p:813-833
    DOI: 10.1007/s00362-009-0289-6
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    References listed on IDEAS

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    1. Andrés Alonso & Daniel Peña & Juan Romo, 2006. "Introducing model uncertainty by moving blocks bootstrap," Statistical Papers, Springer, vol. 47(2), pages 167-179, March.
    2. Claudia Czado & Adrian Raftery, 2006. "Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors," Statistical Papers, Springer, vol. 47(3), pages 419-442, June.
    3. H. Toutenburg & Shalabh, 2002. "Prediction of response values in linear regression models from replicated experiments," Statistical Papers, Springer, vol. 43(3), pages 423-433, July.
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