Linear model selection based on risk estimation

DOI10.1023/A:1003119114553zbMATH Open0890.62052OpenAlexW2077491630MaRDI QIDQ1370552FDOQ1370552

Authors: J. H. Venter, J. L. J. Snyman 

Publication date: 26 October 1997

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

Full work available at URL: https://doi.org/10.1023/a:1003119114553

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zbMATH Keywords

risk estimationmodel selection criteriaStein estimationlinear model selectionlittle bootstrap estimatorpartial bootstrap

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Estimation in multivariate analysis (62H12)

Cited In (6)

• A note on model selection for small sample regression
• Title not available (Why is that?)
• Influential nonnegligible parameters under the search linear model
• Model Selection in High Dimensions: A Quadratic-Risk-Based Approach
• Random thresholds for linear model selection
• Random threshold for linear model selection, revisited

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