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Model Selection for the Trend Vector Model.
Hsiu-Ting Yu
Mark de Rooij
Published in:
J. Classif. (2013)
Keyphrases
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model selection
parameter estimation
cross validation
regression model
statistical learning
bayesian learning
objective function
data mining
meta learning
selection criterion
probability model
error estimation
information criterion
model selection criteria
bayesian model selection
multivariate regression