Approximate efficiency of a selection procedure for the number of regression variables

DOI10.1093/BIOMET/71.1.43MaRDI QIDQ3332097zbMATH OpenOpenAlexFDO

Authors Ritei Shibata

Publication date 1984

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/71.1.43

zbMATH Keywords

random walkapproximationapproximate efficiencyselection of regression variablesminimum generalized final prediction errorregression mean squared error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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