# Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process

Leeb, Hannes
.
Bernoulli
2008.
14
(3)
:661-690

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## Bibtex

@article{CIS-265612,
Author = {Leeb, Hannes},
Title = {Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process},
Journal = {Bernoulli},
Volume = {14},
Number = {3},
Year = {2008},
Pages = {661--690},
Keywords = {Conditional limit theorem, Random allocations, Cramér–Wold theorem, Small sample size, Generalized cross validation, Model selection, Nonparametric regression, large number of parameters, S_p criterion}
}

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