Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC-BIC dilemma
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9868.2011.01025.x/fullpdf
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