A note on the generalized information criterion for choice of a model
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Publication:3903853
DOI10.1093/biomet/67.2.413zbMath0455.62006OpenAlexW1973464501MaRDI QIDQ3903853
Publication date: 1980
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/67.2.413
Akaike information criterionridge regressiongeneralized information criterionmodel discriminationCp statisticsmodel choice criteriaposterior probabilities of models
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15) Monte Carlo methods (65C05) Statistical aspects of information-theoretic topics (62B10)
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