Blaskowitz, Oliver; Herwartz, Helmut - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
The paper proposes a data driven adaptive model selection strategy. The selection crite- rion measures economic ex …
SFB 649 Discussion Paper 2008-064
A note on the model
selection risk for ANOVA
based …
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A note on the model selection risk for ANOVA based …