Model selection criteria based on computationally intensive estimators of the expected optimism

MaRDI QIDQ3145590zbMATH OpenFDO

Authors Joseph E. Cavanaugh, A. A. Neath

Publication date 21 December 2012

Full work available at URL http://nonlinearstudies.com/index.php/mesa/article/view/804/513

zbMATH Keywords

bootstrapvariable selectioncross validationMonte Carlo simulationAkaike information criteriondivergence measuresMallows' conceptual predictive statistic

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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(4)

• Risk bounds for model selection via penalization
• Efficient estimation and correction of selection-induced bias with order statistics
• An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure
• Model selection criteria based on cross-validatory concordance statistics

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