Accurate distributions of Mallows' C_p and its unbiased modifications with applications to shrinkage estimation

DOI10.1016/J.JSPI.2016.10.006zbMATH Open1395.62225OpenAlexW2556356284MaRDI QIDQ511680FDOQ511680

Authors: Haruhiko Ogasawara 

Publication date: 22 February 2017

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.10.006

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zbMATH Keywords

model selectionmultivariate regressionbiasmean square errorinverse Wishart distributionnoncentral \(F\) distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Hypothesis testing in multivariate analysis (62H15) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• Some Comments on C P
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• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
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• Prediction, Linear Regression and the Minimum Sum of Relative Errors
• Modified AIC and Cp in multivariate linear regression
• The multivariate C_p
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• Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation

Cited In (3)

• On Mallows' \(C_p\) for the GMANOVA model under double linear restrictions on the regression parameter matrix
• Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation
• Using a truncated \(C_p\) statistic for variable selection in multiple linear regression

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