Bayesian estimation of prediction error and variable selection in linear regression

DOI10.1111/J.1751-5823.2010.00115.XMaRDI QIDQ6574887FDO

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

• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 3254517 (Why is no real title available?)
• Bias of the corrected AIC criterion for underfitted regression and time series models
• Estimating the dimension of a model
• Estimation optimality of corrected AIC and modified Cp in linear regression
• Generalizing the derivation of the schwarz information criterion
• Model uncertainty
• Modified AIC and Cp in multivariate linear regression
• More Comments on C P
• Some Comments on C P
• The Variable Selection Problem

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