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1.1 Introduction
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III. Statistical Methodology
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III. Statistical Methodology
1. Model Selection
Yuedong Wang
Subsections
1.1 Introduction
1.2 Basic Concepts - Trade-Offs
1.2.1 Remarks
1.3 AIC, BIC, C
and Their Variations
1.4 Cross-Validation and Generalized Cross-Validation
1.5 Bayes Factor
1.6 Impact of Heteroscedasticity and Correlation
1.7 Discussion