The risk inflation criterion for multiple regression
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Publication:1896246
DOI10.1214/aos/1176325766zbMath0829.62066OpenAlexW1986783130WikidataQ30052270 ScholiaQ30052270MaRDI QIDQ1896246
Dean P. Foster, Edward I. George
Publication date: 21 August 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325766
minimaxboundsAICBICmultiple regressionoptimal penaltynonorthogonal predictorsorthogonal predictorsrisk inflationvariable selection procedures
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