Model selection using information criteria under a new estimation method: least squares ratio

DOI10.1080/02664763.2010.545111MaRDI QIDQ5124890zbMATH OpenOpenAlexFDO

Authors Eylem Deniz, Oguz Akbilgic, J. Andrew Howe

Publication date 30 September 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2010.545111

zbMATH Keywords

information criterialeast squares ratiomodel selectionsubset selection

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• A multivariate generalization of the power exponential family of distributions
• A Novel Regression Approach: Least Squares Ratio
• Akaike's information criterion and recent developments in information complexity
• An implicit enumeration algorithm for mining high dimensional data
• Developments in Linear Regression Methodology: 1959-1982
• Estimating the dimension of a model
• scientific article; zbMATH DE number 4205750 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 3358009 (Why is no real title available?)
• Informational complexity criteria for regression models.
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
• Multivariate regression models with power exponential random errors and subset selection using genetic algorithms with information complexity
• Optimal subset selection. Multiple regression, interdependence and optimal network algorithms

Cited in

(6)

• Particle swarm optimization-based variable selection in Poisson regression analysis via information complexity-type criteria
• A new method for estimation and model selection: \(\rho\)-estimation
• Classification trees aided mixed regression model
• Laplace's method and BIC model selection for least absolute value criterion
• An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors
• An adaptive weighted least squares ratio approach for estimation of heteroscedastic linear regression model in the presence of outliers

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