The Covariance Inflation Criterion for Adaptive Model Selection
From MaRDI portal
Publication:4266834
DOI10.1111/1467-9868.00191zbMath0924.62031OpenAlexW2170853898MaRDI QIDQ4266834
Robert Tibshirani, Keith Knight
Publication date: 9 November 1999
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00191
Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35) Parametric inference (62F99)
Related Items
SLOPE is adaptive to unknown sparsity and asymptotically minimax, Model selection: a Lagrange optimization approach, Model-Free Variable Selection, Resampling-based information criteria for best-subset regression, Identifying the determinants of foreign direct investment: a data-specific model selection approach, Automatic identification of curve shapes with applications to ultrasonic vocalization, Optimal false discovery control of minimax estimators, SLOPE-adaptive variable selection via convex optimization, ROC convex hull and nonparametric maximum likelihood estimation, Generalized degrees of freedom and adaptive model selection in linear mixed-effects models, Segmentation of the mean of heteroscedastic data via cross-validation, Model selection and sharp asymptotic minimaxity, Consistent model selection based on parameter estimates., Variable Selection in Semiparametric Linear Regression with Censored Data, Nonparametric significance testing and group variable selection, On optimality of Bayesian testimation in the normal means problem, Spatial accessibility of pediatric primary healthcare: measurement and inference, Adapting to unknown sparsity by controlling the false discovery rate, On oracle inequalities related to data-driven hard thresholding, A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy, Model selection procedure for high‐dimensional data, A simple forward selection procedure based on false discovery rate control, Estimation of the conditional risk in classification: the swapping method, Model selection and inference for censored lifetime medical expenditures, On the predictive risk in misspecified quantile regression