Confidence sets centered at C_ p-estimators
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Publication:1817404
DOI10.1007/BF00049285zbMATH Open0857.62025MaRDI QIDQ1817404FDOQ1817404
Publication date: 6 March 1997
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
unbiased estimatorsquared error lossasymptotic coverage probabilityCp-estimatordiscretized signalgeometrical losslocally uniform asymptoticsvariable-selection
Cites Work
- Some Comments on C P
- A new look at the statistical model identification
- Title not available (Why is that?)
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- Bandwidth choice for nonparametric regression
- Residual variance and residual pattern in nonlinear regression
- Optimal filtering of square-integrable signals in Gaussian noise
- Model selection and prediction: Normal regression
- A uniform central limit theorem for set-indexed partial-sum processes with finite variance
- An optimal selection of regression variables
- Minimax risk over hyperrectangles, and implications
- Limit expressions for the risk of james‐stein estimators
- Title not available (Why is that?)
Cited In (6)
- Adaptive confidence balls
- Confidence balls in Gaussian regression.
- 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
- Statistical inference for the optimal approximating model
- Convergence of depth contours for multivariate datasets
- Hybid shrinkage estimators using penalty bases for the ordinal one-way layout
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