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The mean-variance theory of Markowitz (1952) indicates that large invest-ment portfolios naturally provide better risk diversification than small ones.However, due to parameter estimation errors, one ...
A statistical model or a learning machine is called regular if the map taking a pa-rameter to a probability distribution is one-to-one and if its Fisher information matrix is always positive definite....
The Akaike information criterion (AIC) has been successfully used in the literature in model selection when there are a small number of parameters p and a large number of observations N. The cases whe...
The problem of evaluating the goodness of the predictive distributions developed by the Bayesian model averaging approach is investigated. Considering the maximization of the posterior mean of the exp...
We combine the selection of a statistical model with the robust parameter estimation and diagnostic properties of the Forward Search. As a result we obtain procedures that select the best model in the...

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