On model selection curves

DOI10.1111/J.1751-5823.2010.00108.XMaRDI QIDQ6574886zbMATH OpenFDO

Authors Samuel Müller, Alan H. Welsh

Publication date 19 July 2024

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1751-5823.2010.00108.X

zbMATH Keywords

Akaike information criterion (AIC)Bayesian information criterion (BIC)generalized information criterion (GIC)linear regressionmodel selectionmodel selection curves

Mathematics Subject Classification ID

Parametric inference (62Fxx) Nonparametric inference (62Gxx) Linear inference, regression (62Jxx)

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Cited in

(5)

• Multiple hypothesis testing for variable selection
• Graphical tools for model selection in generalized linear models
• Empirical extensions of the Lasso penalty to reduce the false discovery rate in high-dimensional Cox regression models
• Best subset solution path for linear dimension reduction models using continuous optimization
• Stability selection via variable decorrelation

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