NEW CRITERIA FOR THE CHOICE OF TRAINING SAMPLE SIZE FOR MODEL SELECTION AND PREDICTION: THE CUBIC ROOT RULE

The size of a training sample in Objective Bayesian Testing and Model Selection is a central problem in the theory and in the practice. We concentrate here in simulated training samples and in simple hypothesis. The striking result is that even in the simplest of situations, the optimal training sam...

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Bibliographic Details
Main Authors: ISRAEL ALMODOVAR, RAÚL PERICCHI
Format: Article
Language:Spanish
Published: Universidad Nacional de Colombia, sede Medellín 2012-01-01
Series:Revista de la Facultad de Ciencias
Subjects:
Online Access:https://revistas.unal.edu.co/index.php/rfc/article/view/48975