In this paper, we study the model selection and structure specification for the generalised semi-varying coefficient models (GSVCMs), where the number of potential covariates is allowed to be larger ...

The purpose of statistical model selection is to identify a parsimonious model, which is a model that is as simple as possible while maintaining good predictive ability over the outcome of interest.

This is a preview. Log in through your library . Abstract Motivated by examples from genetic association studies, this article considers the model selection problem in a general complex linear model ...

In preparation for this issue of The Journal of Risk Model Validation, we were assured by people whose opinion we value that model risk is, in principle, not quantifiable in a practical or consistent ...