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KCI 후보 SCOPUS
Overfitting Probabilities using Dependent F - tests in Regression
(Chan Keun Park)
UCI I410-ECN-0102-2009-310-005704406
* 발행 기관의 요청으로 이용이 불가한 자료입니다.

Probabilities of overfitting for model selection criteria are derived for several different situations. First, one candidate model with one extra variable is compared to the current model. This is expanded to m candidate models. We show that these comparisons are not independent and discuss overfitting probabilities. Correlation between two F-tests is derived. Finally, probabilities are computed using the dependent F distributions and F distributions based on order statistics of independent Chi-squares.

[자료제공 : 네이버학술정보]
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