Linear model selection based on risk estimation

DOI10.1023/A:1003119114553MaRDI QIDQ1370552zbMATH OpenOpenAlexFDO

Authors J. H. Venter, J. L. J. Snyman

Publication date 26 October 1997

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1003119114553

zbMATH Keywords

risk estimationmodel selection criteriaStein estimationlinear model selectionlittle bootstrap estimatorpartial bootstrap

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Estimation in multivariate analysis (62H12)

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(6)

• A note on model selection for small sample regression
• scientific article; zbMATH DE number 1974051 (Why is no real title available?)
• Influential nonnegligible parameters under the search linear model
• Model Selection in High Dimensions: A Quadratic-Risk-Based Approach
• Random thresholds for linear model selection
• Random threshold for linear model selection, revisited

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