Model selection strategies for identifying most relevant covariates in homoscedastic linear models
From MaRDI portal
Publication:2445774
DOI10.1016/j.csda.2009.09.006zbMath1284.62460OpenAlexW2091673004MaRDI QIDQ2445774
Hajo Holzmann, Aleksey Min, Claudia Czado
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.006
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Relaxed Lasso
- A note on adaptive group Lasso
- Estimating the dimension of a model
- Validation of linear regression models
- The Minimum Mean Square Error Linear Estimator and Ridge Regression
- Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- The Focused Information Criterion
- Some Methodological Aspects of Validation of Models in Nonparametric Regression
- Model Selection and Multimodel Inference
- Bayesian Measures of Model Complexity and Fit
- A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
- Weaker Criteria and Tests for Linear Restrictions in Regression
- Some Comments on C P
- A new look at the statistical model identification
