Parametric or nonparametric? A parametricness index for model selection
From MaRDI portal
Publication:651025
DOI10.1214/11-AOS899zbMath1227.62055arXiv1202.0391OpenAlexW3102531650MaRDI QIDQ651025
Publication date: 8 December 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.0391
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) General nonlinear regression (62J02) Diagnostics, and linear inference and regression (62J20)
Related Items (11)
On improvability of model selection by model averaging ⋮ Simultaneous confidence bands for sequential autoregressive fitting ⋮ Optimal Integrating Learning for Split Questionnaire Design Type Data ⋮ Unnamed Item ⋮ Parametric or nonparametric? A parametricness index for model selection ⋮ On model selection from a finite family of possibly misspecified time series models ⋮ Cross-validation for selecting a model selection procedure ⋮ Non-monotonic penalizing for the number of structural breaks ⋮ Multi-model inference of non-random mating from an information theoretic approach ⋮ Information criteria for model selection ⋮ Variable selection In regression models using global sensitivity analysis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A unified approach to model selection and sparse recovery using regularized least squares
- The Adaptive Lasso and Its Oracle Properties
- Fisher lecture: Dimension reduction in regression
- Parametric or nonparametric? A parametricness index for model selection
- Asymptotic properties of criteria for selection of variables in multiple regression
- Can one estimate the conditional distribution of post-model-selection estimators?
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
- Hedonic housing prices and the demand for clean air
- Estimating the dimension of a model
- Risk bounds for model selection via penalization
- Approximation and estimation bounds for artificial neural networks
- Heuristics of instability and stabilization in model selection
- Some issues in the foundation of statistics. (With comments by J. Berger, E. L. Lehmann, P. W. Holland, C. C. Clogg, N. W. Henry and the author's rejoinder)
- Information-theoretic determination of minimax rates of convergence
- Combining different procedures for adaptive regression
- Density estimation by wavelet thresholding
- Optimal global rates of convergence for nonparametric regression
- Least angle regression. (With discussion)
- On estimating a density using Hellinger distance and some other strange facts
- Order selection for same-realization predictions in autoregressive processes
- Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
- On the harm that ignoring pretesting can cause
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Consistency of cross validation for comparing regression procedures
- Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
- High-dimensional graphs and variable selection with the Lasso
- Fitting autoregressive models for prediction
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series
- Calibration and empirical Bayes variable selection
- Model selection for regression on a random design
- Approximate efficiency of a selection procedure for the number of regression variables
- Model Selection and Model Averaging
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Nonparametric Estimation of a Density of Unknown Smoothness
- Estimating Optimal Transformations for Multiple Regression and Correlation
- A strongly consistent procedure for model selection in a regression problem
- An optimal selection of regression variables
- Minimum complexity density estimation
- Inference after variable selection in linear regression models
- An asymptotic property of model selection criteria
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Adaptive Model Selection
- The Focused Information Criterion
- ON VARIABLE SELECTION IN LINEAR REGRESSION
- Aggregation and Sparsity Via ℓ1 Penalized Least Squares
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Some Comments on C P
- Optimal Model Assessment, Selection, and Combination
- On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
This page was built for publication: Parametric or nonparametric? A parametricness index for model selection
