A Predictive Approach to Model Selection

Seymour Geisser, William F. Eddy

Journal of the American Statistical Association · 1979 · 162 citations · 0 references

Concepts

Abstract

Abstract 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.