A note on the generalised cross-validation criterion in linear model selection

DOI10.1093/biomet/82.1.215zbMath0823.62058OpenAlexW2012255351MaRDI QIDQ4842915

J. H. Venter, J. L. J. Snyman

Publication date: 1 November 1995

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/82.1.215

zbMATH Keywords

coordinate freelinear model selectiongeneralized cross-validation criteriaPress statistic

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05) Linear inference, regression (62J99)

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