A prediction divergence criterion for model selection

Stéphane Guerrier, Maria-Pia Victoria-Feser
January 2015
PDF Link
Type
Preprint
Publication
arXiv preprint arXiv:1511.04485
Stéphane Guerrier
Stéphane Guerrier
Professor of Statistics
Maria-Pia Victoria-Feser
Maria-Pia Victoria-Feser
Full Professor of Statistics