Stanley L. Sclove

University of Illinois at Chicago - Information & Decision Sciences Department

Professor

Chicago, IL 60607-7124

United States

http://www.uic.edu/~slsclove

SCHOLARLY PAPERS

2

DOWNLOADS

491

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Review of Statistical Model Selection Criteria: Application to Prediction in Regression, Histograms, and Finite Mixture Models

Number of pages: 40 Posted: 17 Aug 2011
Stanley L. Sclove
University of Illinois at Chicago - Information & Decision Sciences Department
Downloads 412 (70,893)

Abstract:

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model selection, model-selection criteria, subset regression, residual mean square, adjusted R-square, information criteria, AIC, BIC, MDL, minimum description length, histograms, finite mixture model, posterior probabilities of models

2.

Prediction by Regression in Multivariate Normal Distributions

Number of pages: 13 Posted: 11 Feb 2011
Stanley L. Sclove
University of Illinois at Chicago - Information & Decision Sciences Department
Downloads 79 (309,871)

Abstract:

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Regression, Prediction, Mean Squared Error, Subset Regression