The Covariance Inflation Criterion for Adaptive Model Selection

DOI10.1111/1467-9868.00191zbMath0924.62031OpenAlexW2170853898MaRDI QIDQ4266834

Robert Tibshirani, Keith Knight

Publication date: 9 November 1999

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00191

zbMATH Keywords

model selectioncross-validationpermutationadaptive predictionconditional bootstrap

Mathematics Subject Classification ID

Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35) Parametric inference (62F99)

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