A Predictive Approach to Model Selection
- 1 March 1979
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 74 (365) , 153
- https://doi.org/10.2307/2286745
Abstract
This article offers a synthesis of Bayesian and sample-reuse approaches to the problem of high structure model selection geared to prediction. Similar methods are used for low structure models. Nested and nonnested paradigms are discussed and examples given.Keywords
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