On the Distributional Properties of Model Selection Criteria

DOI10.2307/2290211MaRDI QIDQ4031056zbMATH OpenOpenAlexFDO

Authors Ping Zhang

Publication date 1 April 1993

Full work available at URL https://doi.org/10.2307/2290211

zbMATH Keywords

model selectionrandom walksmall sample performancepenalty termparsimony principlegeneralized final prediction error criteriongrouped cross-validationpartitions of data

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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• Consistent model selection based on parameter estimates.
• Bias and Variance Reduction in Estimation of Model Dimension
• How to Choose a Working Model for Measuring the Statistical Evidence About a Regression Parameter
• Specification via model selection in vector error correction models
• Model Selection Using Conditional Densities
• Model selection using the estimative and the approximate \(p^*\) predictive densities
• Order Choice in Nonlinear Autoregressive Models
• Generalized linear model selection using \(R^2\)
• On the convergence rate of model selection criteria
• Model selection in linear regression using paired bootstrap
• On an integrated approach to member selection and parameter estimation for Pearson distributions
• Resampling methods for variable selection in robust regression

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