Admissible variable-selection procedures when fitting regression models by least squares for prediction

DOI10.1093/BIOMET/71.3.593MaRDI QIDQ3218911zbMATH OpenOpenAlexFDO

Authors Peter J. Kempthorne

Publication date 1984

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/71.3.593

zbMATH Keywords

least squares fitloss equal to squared error of predictionnormal linear regression modelvariable-selection procedure

Mathematics Subject Classification ID

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

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