Resampling-based information criteria for best-subset regression

DOI10.1007/s10463-012-0353-1zbMath1253.62050OpenAlexW1988949010WikidataQ57830807 ScholiaQ57830807MaRDI QIDQ1925995

Lei Huang, Joseph E. Cavanaugh, Amy Krain Roy, Philip T. Reiss

Publication date: 27 December 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-012-0353-1

zbMATH Keywords

cross-validationfunctional connectivityadaptive model selectioncovariance inflation criterionextended information criterionoveroptimism

Mathematics Subject Classification ID

Related Items (1)

Best-subset model selection based on multitudinal assessments of likelihood improvements

Uses Software

• R
• leaps
• subselect
• gamair

Cites Work

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