Appropriate penalties in the final prediction error criterion: A decision theoretic approach (Q1314700): Difference between revisions
From MaRDI portal
Latest revision as of 12:07, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Appropriate penalties in the final prediction error criterion: A decision theoretic approach |
scientific article |
Statements
Appropriate penalties in the final prediction error criterion: A decision theoretic approach (English)
0 references
9 June 1994
0 references
constrained parameter space
0 references
model selection
0 references
post-selection risk
0 references
FPE- criterion
0 references
final prediction error criterion
0 references
residual sum of squares
0 references
unbiased estimate of the error variance
0 references
penalty
0 references
Gaussian linear regression models
0 references
signal to noise ratio
0 references
loss function
0 references
squared prediction error
0 references
minimax
0 references
admissible
0 references
0 references
0 references
0 references
