Pages that link to "Item:Q1089707"

The following pages link to Selection of the number of regression variables; A minimax choice of generalized FPE (Q1089707):

Displaying 7 items.

• Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
• Some contributions to selection and estimation in the normal linear model (Q1206653) (← links)
• Model selection and prediction: Normal regression (Q1260697) (← links)
• Model selection with data-oriented penalty (Q1298945) (← links)
• Appropriate penalties in the final prediction error criterion: A decision theoretic approach (Q1314700) (← links)
• Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty. (Q1848845) (← links)
• Bayesian prediction and model selection for locally asymptotically mixed normal models (Q2455737) (← links)