Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation (Q511680): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62J20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H15 / rank | |||
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| Property / Mathematics Subject Classification ID: 62J07 / rank | |||
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| Property / zbMATH DE Number: 6687838 / rank | |||
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model selection | |||
| Property / zbMATH Keywords: model selection / rank | |||
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bias | |||
| Property / zbMATH Keywords: bias / rank | |||
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mean square error | |||
| Property / zbMATH Keywords: mean square error / rank | |||
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multivariate regression | |||
| Property / zbMATH Keywords: multivariate regression / rank | |||
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noncentral \(F\) distribution | |||
| Property / zbMATH Keywords: noncentral \(F\) distribution / rank | |||
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inverse Wishart distribution | |||
| Property / zbMATH Keywords: inverse Wishart distribution / rank | |||
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Revision as of 03:58, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation |
scientific article |
Statements
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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