Some Comments on C P
From MaRDI portal
Publication:5686827
DOI10.2307/1267380zbMath0269.62061OpenAlexW4246048519MaRDI QIDQ5686827
Publication date: 1973
Published in: Technometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1267380
Related Items (only showing first 100 items - show all)
Unnamed Item ⋮ Ridge-type regularization method for questionnaire data analysis ⋮ Latent variable selection for multidimensional item response theory models via \(L_{1}\) regularization ⋮ Order selection for same-realization predictions in autoregressive processes ⋮ Minimal penalties for Gaussian model selection ⋮ Consistent model specification tests based on \(k\)-nearest-neighbor estimation method ⋮ Concentration inequalities, counting processes and adaptive statistics ⋮ Optimum smoothing parameter selection for penalized least squares in form of linear mixed effect models ⋮ Piecewise linear solution paths with application to direct weight optimization ⋮ Variations on Ridge Traces in Regression ⋮ On improved loss estimation for shrinkage estimators ⋮ Anomalies in the Foundations of Ridge Regression ⋮ Performance of Robust GCV and Modified GCV for Spline Smoothing ⋮ Confounder selection via penalized credible regions ⋮ Hybid shrinkage estimators using penalty bases for the ordinal one-way layout ⋮ Selection of Variables in Multivariate Regression Models for Large Dimensions ⋮ Model selection: a Lagrange optimization approach ⋮ Compact discrepancy and chi-squared principles for over-determined inverse problems ⋮ Unnamed Item ⋮ A study of some ridge-type shrinkage estimators ⋮ Variable selection in functional additive regression models ⋮ Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression ⋮ Least squares model averaging for two non-nested linear models ⋮ Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes ⋮ Asymptotic optimality of a multivariate version of the generalized cross validation in adaptive smoothing splines ⋮ Fréchet means of curves for signal averaging and application to ECG data analysis ⋮ Optimized fixed-size kernel models for large data sets ⋮ Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods ⋮ Model selection strategies for identifying most relevant covariates in homoscedastic linear models ⋮ Robust model selection with flexible trimming ⋮ Stopping rules for iterative methods in nonnegatively constrained deconvolution ⋮ Non-intrusive low-rank separated approximation of high-dimensional stochastic models ⋮ Variable Selection in Semiparametric Linear Regression with Censored Data ⋮ An Algorithm for Enhancing Spreadsheet Regression with Out-of-Sample Statistics ⋮ Forecasting a long memory process subject to structural breaks ⋮ The adaptive L1-penalized LAD regression for partially linear single-index models ⋮ Aggregation for Gaussian regression ⋮ Robust Model Selection with LARS Based on S-estimators ⋮ Testing for Lack of Fit in Inverse Regression—with Applications to Biophotonic Imaging ⋮ Bayesian Model Selection using Test Statistics ⋮ Evaluation of generalized degrees of freedom for sparse estimation by replica method ⋮ From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation ⋮ Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation” ⋮ Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani ⋮ A Criterion for Optimal Predictive Model Selection ⋮ On the ``degrees of freedom of the lasso ⋮ Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random ⋮ Subspace Information Criterion for Model Selection ⋮ The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). ⋮ Empirical Bayes vs. fully Bayes variable selection ⋮ Second-order bias-corrected AIC in multivariate normal linear models under non-normality ⋮ Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases ⋮ Local behavior of sparse analysis regularization: applications to risk estimation ⋮ Spectral cut-off regularizations for ill-posed linear models ⋮ A randomized method for solving discrete ill-posed problems ⋮ Selecting mixed-effects models based on a generalized information criterion ⋮ Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean ⋮ Consistent linear model selection ⋮ Additive regularization trade-off: fusion of training and validation levels in kernel methods ⋮ Maxisets for model selection ⋮ ON THE SELECTION OF SUBSET AUTOREGRESSIVE TIME SERIES MODELS ⋮ Robust stepwise regression ⋮ Slack-variable models versus Scheffé's mixture models ⋮ A simulation study on classic and robust variable selection in linear regression ⋮ Adapting to unknown sparsity by controlling the false discovery rate ⋮ Adaptive minimax estimation of a fractional derivative ⋮ A plug-in bandwidth selector for nonparametric quantile regression ⋮ A discrepancy principle for the Landweber iteration based on risk minimization ⋮ Testing the order of a model ⋮ The forward search: theory and data analysis ⋮ Low Complexity Regularization of Linear Inverse Problems ⋮ An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification ⋮ UPPER BOUNDS ON THE MINIMUM COVERAGE PROBABILITY OF CONFIDENCE INTERVALS IN REGRESSION AFTER MODEL SELECTION ⋮ Variable selection in linear regression based on ridge estimator ⋮ Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate ⋮ Theory of Classification: a Survey of Some Recent Advances ⋮ Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection ⋮ Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function ⋮ Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion ⋮ Akaike's Information Criterion in Generalized Estimating Equations ⋮ Model Selection in Estimating Equations ⋮ PARTIALLY LINEAR MODEL SELECTION BY THE BOOTSTRAP ⋮ Effective new methods for automated parameter selection in regularized inverse problems ⋮ Compressed and Penalized Linear Regression ⋮ Test for model selection using Cramér-von Mises distance in a fixed design regression setting ⋮ Model Selection Using Cramér–von Mises Distance ⋮ Weighted-averaging estimator for possible threshold in segmented linear regression model ⋮ A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion ⋮ Robust model selection in 2D parametric motion estimation ⋮ Statistical estimation in the presence of possibly incorrect model assumptions ⋮ On the predictive risk in misspecified quantile regression ⋮ On Cross-Validation for Sparse Reduced Rank Regression ⋮ Cross‐validation and non‐parametric k nearest‐neighbour estimation ⋮ Variable selection and estimation in generalized linear models with the seamless ${\it L}_{{\rm 0}}$ penalty ⋮ Predictive performance of linear regression models ⋮ Generalized cross validation in variable selection with and without shrinkage ⋮ Time-varying nonlinear regression models: nonparametric estimation and model selection ⋮ Covariate Selection for Linear Errors-in-Variables Regression Models ⋮ Comparing and selecting spatial predictors using local criteria ⋮ Locally optimal adaptive smoothing splines
This page was built for publication: Some Comments on C P