Penalized M-estimation-based model selection for regression by cross-validation

DOI10.1142/9789812567765_0023MaRDI QIDQ5299733zbMATH OpenOpenAlexFDO

Authors Yuehua Wu

Publication date 21 June 2013

Published in Contemporary Multivariate Analysis and Design of Experiments (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789812567765_0023

zbMATH Keywords

strong consistencydata-oriented penalty

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Recommendations

• Linear model selection by cross-validation
• An m-estimation-based model selection criterion with a data-oriented penalty
• Relation for joint densities of progressively censored order statistics
• Model selection with data-oriented penalty
• A strongly consistent procedure for model selection in a regression problem

Cited in

(7)

• A strongly consistent procedure for model selection in a regression problem
• Model selection by resampling penalization
• An m-estimation-based model selection criterion with a data-oriented penalty
• Linear model selection by cross-validation
• Model selection for small sample regression
• A penalized approach to mixed model selection via cross-validation
• scientific article; zbMATH DE number 1727384 (Why is no real title available?)

This page was built for publication: Penalized M-estimation-based model selection for regression by cross-validation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5299733)