Work

In-Sample Fit and Out-of-Sample Fit: Their Joint Distribution and its Implications for Model Selection

Year: 2009

Type: article

Author: Peter Reinhard Hansen

Institution: Stanford University

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2187538639

FWCI: 2.795

Cites: 30

Cited by: 32

Related to: 10