The GIC for model selection: A hypothesis testing approach

DOI10.1016/S0378-3758(00)00080-XzbMath0951.62056OpenAlexW2003394143MaRDI QIDQ1579998

Jun Shao, J. Sunil Rao

Publication date: 14 September 2000

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

Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00080-x

zbMATH Keywords

prediction errormodel selectionsimulationsinformation criteria

Mathematics Subject Classification ID

Related Items (3)

Spike and slab variable selection: frequentist and Bayesian strategies ⋮ Model selection: a Lagrange optimization approach ⋮ Sparse principal component regression with adaptive loading

Cites Work

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• Asymptotic properties of criteria for selection of variables in multiple regression
• Estimating the dimension of a model
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• Model selection via multifold cross validation
• Statistical predictor identification
• Approximate efficiency of a selection procedure for the number of regression variables
• A strongly consistent procedure for model selection in a regression problem
• Variable Selection in Nonparametric Regression with Categorical Covariates
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Consistent Variable Selection in Linear Models
• Linear Model Selection by Cross-Validation
• Some Comments on C P

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