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

zbMATH Open1253.62003MaRDI QIDQ3145590FDOQ3145590

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

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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)

Cited In (1)

• Risk bounds for model selection via penalization

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