Model selection with data-oriented penalty
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Cites work
- A new look at the statistical model identification
- A note on the generalized information criterion for choice of a model
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- Estimating the dimension of a model
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- Linear Model Selection by Cross-Validation
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- On detection of the number of signals in presence of white noise
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Cited in
(38)- The GIC for model selection: A hypothesis testing approach
- Linear model selection by cross-validation
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- Model selection by resampling penalization
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- Smoothed rank correlation of the linear transformation regression model
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- A statistical test of change-point in mean that almost surely has zero error probabilities
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- Clustering and variable selection for categorical multivariate data
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- Model selection for small sample regression
- Bias reduction and model selection in misspecified models
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- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models
- Generalized linear model selection using R^2
- Simultaneous change point analysis and variable selection in a regression problem
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