The distance between regression models and its impact on model selection

DOI10.1016/0096-3003(89)90002-7MaRDI QIDQ1822871zbMATH OpenOpenAlexFDO

Authors Philip Hans Franses

Publication date 1989

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL http://repub.eur.nl/pub/2055

zbMATH Keywords

distancemodel choicemodel selection criterianested hypotheses testingspecification

Mathematics Subject Classification ID

Linear inference, regression (62J99)

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Cites work

• A new look at the statistical model identification
• An optimal selection of regression variables
• Bandwidth choice for nonparametric regression
• Estimating the dimension of a model
• Model selection for forecasting
• Note on a Large-Sample Result in Specification Analysis
• Selection of Regressors
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

Cited in

(2)

• A theoretic study of a distance-based regression model
• Comparison of non-nested models under a general measure of distance

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