Bayesian estimation of prediction error and variable selection in linear regression

DOI10.1111/J.1751-5823.2010.00115.XMaRDI QIDQ6574887FDOQ6574887

Authors: A. A. Neath, Joseph E. Cavanaugh 

Publication date: 19 July 2024

Published in: International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

discrepancy functionmodel selection criterionCp statistic

Mathematics Subject Classification ID

Parametric inference (62Fxx) Linear inference, regression (62Jxx) Foundational topics in statistics (62Axx)

Cites Work

• Estimating the dimension of a model
• Title not available (Why is that?)
• Some Comments on C P
• Model uncertainty
• Title not available (Why is that?)
• Bias of the corrected AIC criterion for underfitted regression and time series models
• Generalizing the derivation of the schwarz information criterion
• Modified AIC and Cp in multivariate linear regression
• The Variable Selection Problem
• More Comments on C P
• Estimation optimality of corrected AIC and modified Cp in linear regression

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