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