Modified AIC and Cp in multivariate linear regression (Q4364937): Difference between revisions

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Revision as of 16:31, 5 March 2024

scientific article; zbMATH DE number 1088781
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English
Modified AIC and Cp in multivariate linear regression
scientific article; zbMATH DE number 1088781

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    Modified AIC and Cp in multivariate linear regression (English)
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    18 November 1997
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    bias properties
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    Mallows' Cp criterion
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    modified AIC
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    modified Cp
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    selection of variables
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    Akaike information criterion
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