Modified AIC and Cp in multivariate linear regression
From MaRDI portal
Recommendations
- Modification of \(AIC\)-type criterion in multivariate normal linear regression with a future experiment.
- Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
- Consistency of high-dimensional AIC-type and C_p-type criteria in multivariate linear regression
- Modified conditional AIC in linear mixed models
- AIC-TYPE MODEL SELECTION CRITERION FOR MULTIVARIATE LINEAR REGRESSION WITH A FUTURE EXPERIMENT
- scientific article; zbMATH DE number 7564198
- On distribution of AIC in linear regression models
- Multicovariate-adjusted regression models
Cited in
(76)- Modification of \(AIC\)-type criterion in multivariate normal linear regression with a future experiment.
- A family of the information criteria using the phi-divergence for categorical data
- Generalized ridge estimator and model selection criteria in multivariate linear regression
- Asymptotic theory in model diagnostic for general multivariate spatial regression
- On distribution of AIC in linear regression models
- Asymptotic theory for information criteria in model selection -- functional approach
- Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
- Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
- Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
- Selection of model selection criteria for multivariate ridge regression
- Modified conditional AIC in linear mixed models
- Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size
- High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression
- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- Spatial functional normal mixed effect approach for curve classification
- Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
- Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression
- Subspace information criterion for model selection
- Estimation of the predictive ability of ecological models
- Bias correction of the Akaike information criterion in factor analysis
- Choice of estimators based on different observations: modified AIC and LCV criteria
- Selection of variables in multivariate regression models for large dimensions
- INFORMATION STORAGE SYSTEM
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality
- Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case
- High-dimensional AIC in the growth curve model
- Consistency of high-dimensional AIC-type and C_p-type criteria in multivariate linear regression
- Applied regression analysis bibliography update 1994-97
- A modified \(C_{p}\) statistic in a system-of-equations model
- AIC-TYPE MODEL SELECTION CRITERION FOR MULTIVARIATE LINEAR REGRESSION WITH A FUTURE EXPERIMENT
- Test of Significance in order selection
- Model averaging for multivariate multiple regression models
- Bridging the Gap BetweenB-Spline and Polynomial Regression Model
- Akaike's information criterion, \(C_p\) and estimators of loss for elliptically symmetric distributions
- scientific article; zbMATH DE number 7387564 (Why is no real title available?)
- Optimal information criteria minimizing their asymptotic mean square errors
- Asymptotic biases of information and cross-validation criteria under canonical parametrization
- Marginal ridge conceptual predictive model selection criterion in linear mixed models
- Model selection via conditional conceptual predictive statistic under ridge regression in linear mixed models
- Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation
- Expected predictive least squares for model selection in covariance structures
- Conditional conceptual predictive statistic for mixed model selection
- Variable selection criteria based on multiple correlation coefficient in regression model
- Linear model evaluation based on estimation of model bias
- Modified Akaike Information Criterion (MAIC) for statistical model selection
- A Comparison of REML and Covariance Adjustment Method in the Estimation of Growth Curve Models
- Optimal multistep VAR forecast averaging
- A comparison of parameter estimation in function-on-function regression
- Forecasting vector autoregressions with mixed roots in the vicinity of unity
- Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
- Variable selection in multivariate linear regression with random predictors
- The EAS approach to variable selection for multivariate response data in high-dimensional settings
- Inadmissibility of the corrected Akaike information criterion
- Conditional and unconditional methods for selecting variables in linear mixed models
- Estimation optimality of corrected AIC and modified Cp in linear regression
- Bayesian estimation of prediction error and variable selection in linear regression
- Robust and consistent model evaluation criteria in high-dimensional regression
- Variable selection in multivariate linear regression model for spatially dependent data
- Robust functional logistic regression
- Criteria for longitudinal data model selection based on Kullback's symmetric divergence
- A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy
- Model evaluation, discrepancy function estimation, and social choice theory
- Model selection criteria in multivariate models with multiple structural changes
- Contributions to multivariate analysis by Professor Yasunori Fujikoshi
- Prediction error criterion for selecting variables in a linear regression model
- An analysis of single-index model with monotonic link function
- Nonlinear regression modeling via regularized radial basis function networks
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
- An unbiased \(C_p\) criterion for multivariate ridge regression
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure
This page was built for publication: Modified AIC and Cp in multivariate linear regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4364937)
