Akaike's information criterion, \(C_p\) and estimators of loss for elliptically symmetric distributions (Q4968610)
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scientific article; zbMATH DE number 7080885
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| English | Akaike's information criterion, \(C_p\) and estimators of loss for elliptically symmetric distributions |
scientific article; zbMATH DE number 7080885 |
Statements
Akaike's Information Criterion, <i>C</i><sub><i>p</i></sub> and Estimators of Loss for Elliptically Symmetric Distributions (English)
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16 July 2019
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variable selection
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loss estimation
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unbiasedness
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SURE
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Stein identity
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spherically and elliptically symmetric distributions
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0.7651110887527466
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0.7651110887527466
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0.7639883756637573
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0.752834677696228
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0.7494391202926636
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