Bias and Variance Reduction in Estimation of Model Dimension

DOI10.2307/2161197MaRDI QIDQ4318361zbMATH OpenOpenAlexFDO

Authors Xiaodong Zheng, Wei-Yin Loh

Publication date 2 January 1995

Full work available at URL https://doi.org/10.2307/2161197

zbMATH Keywords

model selectioncross-validationbootstrappingasymptotic biasfinal prediction errorAkaike's criterionreduced biasmean-squared errorsfinite-sample estimatesnumber of regressorsshrinkage correction factors

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 193660 (Why is no real title available?)
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)
• A Combinatorial Lemma and Its Application to Probability Theory
• A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
• Linear Model Selection by Cross-Validation
• On the Distributional Properties of Model Selection Criteria

Cited in

(4)

• Linear model evaluation based on estimation of model bias
• Bias and variance reduction techniques for bootstrap information criteria
• Bayesian estimation of linear statistical model bias
• Estimation bias and bias correction in reduced rank autoregressions

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