Confidence sets centered at C_ p-estimators
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Cites work
- scientific article; zbMATH DE number 434678 (Why is no real title available?)
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A new look at the statistical model identification
- A uniform central limit theorem for set-indexed partial-sum processes with finite variance
- An optimal selection of regression variables
- Bandwidth choice for nonparametric regression
- Estimation with quadratic loss.
- Limit expressions for the risk of james‐stein estimators
- Minimax risk over hyperrectangles, and implications
- Model selection and prediction: Normal regression
- Optimal filtering of square-integrable signals in Gaussian noise
- Residual variance and residual pattern in nonlinear regression
- Some Comments on C P
Cited in
(6)- Statistical inference for the optimal approximating model
- Hybid shrinkage estimators using penalty bases for the ordinal one-way layout
- Adaptive confidence balls
- Confidence balls in Gaussian regression.
- Convergence of depth contours for multivariate datasets
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
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