Parametric or nonparametric? A parametricness index for model selection (Q651025)

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Parametric or nonparametric? A parametricness index for model selection

scientific article; zbMATH DE number 5987685

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English	Parametric or nonparametric? A parametricness index for model selection	scientific article; zbMATH DE number 5987685

Statements

instance of

scholarly article

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title

Parametric or nonparametric? A parametricness index for model selection (English)

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The Annals of Statistics

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publication date

8 December 2011

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full work available at URL

https://arxiv.org/abs/1202.0391

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zbMATH Keywords

PI

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diagnostics

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MaRDI profile type

MaRDI publication profile

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cites work

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Heuristics of instability and stabilization in model selection

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Some issues in the foundation of statistics. (With comments by J. Berger, E. L. Lehmann, P. W. Holland, C. C. Clogg, N. W. Henry and the author's rejoinder)

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Calibration and empirical Bayes variable selection

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Hedonic housing prices and the demand for clean air

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ON VARIABLE SELECTION IN LINEAR REGRESSION

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On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection

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Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)

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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

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Identifiers

zbMATH Open document ID

1227.62055

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DOI

10.1214/11-AOS899

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Parametric or nonparametric? A parametricness index for model selection