Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation (Q511680)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation
scientific article

    Statements

    Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation (English)
    0 references
    0 references
    22 February 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    model selection
    0 references
    bias
    0 references
    mean square error
    0 references
    multivariate regression
    0 references
    noncentral \(F\) distribution
    0 references
    inverse Wishart distribution
    0 references
    0 references