How Many Variables Should be Entered in a Regression Equation?
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(36)- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
- Asymptotically optimal selection of a piecewise polynomial estimator of a regression function
- An effective selection of regression variables when the error distribution is incorrectly specified
- Data compression and histograms
- Model selection and prediction: Normal regression
- On the estimation of prediction errors in linear regression models
- Appropriate penalties in the final prediction error criterion: A decision theoretic approach
- Choice of regressors in nonparametric estimation
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
- Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.
- Adaptive prediction and estimation in linear regression with infinitely many parameters.
- Random rates in anisotropic regression. (With discussion)
- Optimal prediction for linear regression with infinitely many parameters.
- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
- Suboptimality of constrained least squares and improvements via non-linear predictors
- Distribution-free robust linear regression
- Anisotropic yield surfaces after large shear deformations in pearlitic steel
- Order selection for same-realization predictions in autoregressive processes
- Adapting to unknown sparsity by controlling the false discovery rate
- Model selection uncertainty and stability in beta regression models: a study of bootstrap-based model averaging with an empirical application to clickstream data
- From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation
- Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance
- On the distribution function of various model selection criteria with stochastic regressors
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- On the convergence rate of model selection criteria
- Test of Significance in order selection
- Asymptotic distribution of data‐driven smoothers in density and regression estimation under dependence
- Two models of double descent for weak features
- scientific article; zbMATH DE number 7625184 (Why is no real title available?)
- Remembering Leo Breiman
- Variable selection in linear regression: several approaches based on normalized maximum likelihood
- Double Double Descent: On Generalization Errors in Transfer Learning between Linear Regression Tasks
- Ridge regression and asymptotic minimax estimation over spheres of growing dimension
- Noisy recovery from random linear observations: sharp minimax rates under elliptical constraints
- A new method to discriminate between enzyme-kinetic models
- Conditional predictive inference post model selection
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