Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.

DOI10.1214/AOS/1015957473MaRDI QIDQ1848845zbMATH OpenOpenAlexFDO

Authors Alexander Goldenshluger, Eitan Greenshtein

Publication date 14 November 2002

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1015957473

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05)

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Cites work

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Cited in

(10)

• A minimax bivariate normal model selection
• Model selection and prediction: Normal regression
• Appropriate penalties in the final prediction error criterion: A decision theoretic approach
• A predictive deviance criterion for selecting a generative model in semi-supervised classification
• Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.
• Relation for joint densities of progressively censored order statistics
• Admissible minimax model selection rule
• scientific article; zbMATH DE number 709491 (Why is no real title available?)
• scientific article; zbMATH DE number 1034037 (Why is no real title available?)
• Relationship between optimal penalties and decay rates

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