The GIC for model selection: A hypothesis testing approach

DOI10.1016/S0378-3758(00)00080-XzbMath0951.62056MaRDI QIDQ1579998

Jun Shao, J. Sunil Rao

Publication date: 14 September 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

prediction error; model selection; simulations; information criteria

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62H15: Hypothesis testing in multivariate analysis

Related Items

Spike and slab variable selection: frequentist and Bayesian strategies

Cites Work

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