LOCALIZED MODEL SELECTION FOR REGRESSION

DOI10.1017/S0266466608080195MaRDI QIDQ3632386zbMATH OpenFDO

Authors Yuhong Yang

Publication date 11 June 2009

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466608080195

Mathematics Subject Classification ID

General nonlinear regression (62J02)

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Cites work

• A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Hellinger-consistency of certain nonparametric maximum likelihood estimators
• Information-theoretic determination of minimax rates of convergence
• Linear Model Selection by Cross-Validation
• Model selection in nonparametric regression
• Model selection via multifold cross validation
• On estimating a density using Hellinger distance and some other strange facts
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• The Predictive Sample Reuse Method with Applications
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction

Cited in

(8)

• Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
• Targeted cross-validation
• Efficiency of the V-fold model selection for localized bases
• Variable selection in finite mixture of semi-parametric regression models
• scientific article; zbMATH DE number 1984244 (Why is no real title available?)
• Analysis of testing-based forward model selection
• Model selection for the localized mixture of experts models
• Selecting local models in multiple regression by maximizing power

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