Abstract
The behaviour of model selection procedures based on different criteria such as cross-validation is investigated in a simulation study. Emphasis is on the relationship to the problem of estimating the prediction quality of a model.
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Droge, B. (1995). Some Simulation Results on Cross-Validation and Competitors for Model Choice. In: Kitsos, C.P., Müller, W.G. (eds) MODA4 — Advances in Model-Oriented Data Analysis. Contributions to Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-12516-8_23
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DOI: https://doi.org/10.1007/978-3-662-12516-8_23
Publisher Name: Physica, Heidelberg
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