Expected utility estimation via cross-validation

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationBayesian Statistics 7
Subtitle of host publicationProceedings of the Seventh Valencia International Meeting
Editorset al. J.M.Bernardo
Place of PublicationOxford
PublisherClarendon Press
Pages701-710
Number of pages10
ISBN (Print)0-19-852615-6
Publication statusPublished - 2003
MoE publication typeA3 Part of a book or another research book

Keywords

  • cross-validation
  • expected utility
  • inofrmation criteria
  • model assessment
  • model comparison
  • predictive densities

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