Linear Model Selection by Cross-Validation

From MaRDI portal
Publication:5288906


DOI10.2307/2290328zbMath0773.62051MaRDI QIDQ5288906

Jun Shao

Publication date: 28 October 1993

Full work available at URL: https://doi.org/10.2307/2290328


62J99: Linear inference, regression

65C99: Probabilistic methods, stochastic differential equations


Related Items

Bias and Variance Reduction in Estimation of Model Dimension, Influential subsets on the variable selection, Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities, Variable Selection for Marginal Longitudinal Generalized Linear Models, Informational complexity criteria for regression models., Predicting observables from a general class of distributions, Model selection with data-oriented penalty, Moderate projection pursuit regression for multivariate response data, Model selection in nonparametric regression, Consistent model selection based on parameter estimates., The GIC for model selection: A hypothesis testing approach, Consistent cross-validatory model-selection for dependent data: hv-block cross-validation, PRESS model selection in repeated measures data., Robust model selection in regression via weighted likelihood methodology, Some connections between Bayesian and non-Bayesian methods for regression model selection, Asymptotically optimal model selection method with right censored outcomes, Linear model selection by cross-validation, A GIC rule for assessing data transformation in regression, Nonlinear GCV and quasi-GCV for shrinkage models, Efficient algorithms for block downdating of least squares solutions, Least angle regression. (With discussion), A generalized linear classification model with a smooth link function and predictors obtained from quantile spline fits to high-dimensional data, A note on bootstrap model selection criterion, Spike and slab variable selection: frequentist and Bayesian strategies, On cross-validation of Bayesian models, An m-estimation-based model selection criterion with a data-oriented penalty, Flexible constraints for regularization in learning from data, Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics, Convergence rates of the generalized information criterion