Admissible selection of an accurate and parsimonious normal linear regression model

DOI10.1214/AOS/1176345452zbMath0499.62056OpenAlexW2146434287WikidataQ94412719 ScholiaQ94412719MaRDI QIDQ1171854

Charles J. Stone

Publication date: 1981

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345452

zbMATH Keywords

complexityparsimonygeneralized Bayesnormal linear regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (9)

Selection of the number of regression variables; A minimax choice of generalized FPE ⋮ Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions ⋮ On finite-sample properties of adaptive least squares regression estimates ⋮ Local asymptotic admissibility of a generalization of Akaike's model selection rule ⋮ On the nonparametric estimation of the functional \(\psi\)-regression for a random left-truncation model ⋮ Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty. ⋮ Appropriate penalties in the final prediction error criterion: A decision theoretic approach ⋮ A new method to discriminate between enzyme-kinetic models ⋮ Nonparametric regression: An up–to–date bibliography

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