Normalized ML and the MDL principle for variable selection in linear regression

zbMATH Open1144.62046MaRDI QIDQ5455538FDOQ5455538

Authors: Erkki P. Liski 

Publication date: 3 April 2008

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zbMATH Keywords

stochastic complexityparametric complexityadaptive selectionfixed penalty criteria

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Parametric inference (62F99)

Cited In (5)

• The decomposed normalized maximum likelihood code-length criterion for selecting hierarchical latent variable models
• Variable selection in linear regression: several approaches based on normalized maximum likelihood
• High-dimensional penalty selection via minimum description length principle
• Normalized maximum likelihood models for logit regression
• Classification and feature gene selection using the normalized maximum likelihood model for discrete regression

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