Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation (Q511680)
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scientific article; zbMATH DE number 6687838
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| English | Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation |
scientific article; zbMATH DE number 6687838 |
Statements
Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation (English)
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22 February 2017
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model selection
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bias
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mean square error
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multivariate regression
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noncentral \(F\) distribution
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inverse Wishart distribution
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0.8064604997634888
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0.7950406670570374
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0.7472246885299683
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