Study on the penalty functions of model selection criteria
Keywords:
model selection, penalty function, probability of overfitting, signal-to-noise ratio, observed L2 efficiencyAbstract
The aim of this paper is to study the penalty functions of the well-known model selection criteria, AIC , BIC , and KIC , which can unify their formulas as APICDownloads
How to Cite
Keerativibool, W. (2015). Study on the penalty functions of model selection criteria. Thailand Statistician, 12(2), 161–178. Retrieved from https://ph02.tci-thaijo.org/index.php/thaistat/article/view/34195
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