On the Distributional Properties of Model Selection Criteria

DOI10.2307/2290211zbMATH Open0781.62106OpenAlexW4253373745MaRDI QIDQ4031056FDOQ4031056

Authors: Ping Zhang 

Publication date: 1 April 1993

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

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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)

Cited In (20)

• Model selection criteria with data dependent penalty, with applications to data-driven neyman smooth tests
• On an integrated approach to member selection and parameter estimation for Pearson distributions
• Order Choice in Nonlinear Autoregressive Models
• On the convergence rate of model selection criteria
• Model selection using the estimative and the approximate \(p^*\) predictive densities
• Resampling methods for variable selection in robust regression
• Consistent model selection based on parameter estimates.
• Spike and slab variable selection: frequentist and Bayesian strategies
• Bias and Variance Reduction in Estimation of Model Dimension
• On the harm that ignoring pretesting can cause
• How to Choose a Working Model for Measuring the Statistical Evidence About a Regression Parameter
• Generalized linear model selection using \(R^2\)
• Testing goodness of fit via nonparametric function estimation techniques
• Title not available (Why is that?)
• Using random subspace method for prediction and variable importance assessment in linear regression
• Model selection: some generalized distributions
• A simultaneous estimation and variable selection rule
• Specification via model selection in vector error correction models
• Model selection in linear regression using paired bootstrap
• Model Selection Using Conditional Densities

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