Selection of the number of regression variables; A minimax choice of generalized FPE

DOI10.1007/BF02482533zbMath0619.62060OpenAlexW2089299406MaRDI QIDQ1089707

Ritei Shibata

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1007/bf02482533

zbMATH Keywords

AICnested modelsgeneralized Final Prediction Errorgeneralized FPEmean squared error of estimatesminimax regret choiceregret type mean squared errorselection of the number of regression variables

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites Work

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