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CORR
2008
Springer
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CORR 2008
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Catching Up Faster by Switching Sooner: A Prequential Solution to the AIC-BIC Dilemma
15 years 3 months ago
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homepages.cwi.nl
Bayesian model averaging, model selection and its approximations such as BIC are generally statistically consistent, but sometimes achieve slower rates of convergence than other m...
Tim van Erven, Peter Grünwald, Steven de Rooi...
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