A Predictive Approach to Model Selection

作者：Seymour Geisser, William F. Eddy · 发表于：Journal of the American Statistical Association · 年份：1979 · DOI：10.1080/01621459.1979.10481632 · 被引用次数：942 · 研究领域：Fault Detection and Control Systems

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.