Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation (Q511680): Difference between revisions

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Latest revision as of 11:46, 13 July 2024

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Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation
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    Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation (English)
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    22 February 2017
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    model selection
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    bias
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    mean square error
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    multivariate regression
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    noncentral \(F\) distribution
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    inverse Wishart distribution
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