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CORR
2008
Springer
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13 years 11 months ago
Catching Up Faster by Switching Sooner: A Prequential Solution to the AIC-BIC Dilemma
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...