On regression model selection for the data with correlated errors

DOI10.1007/S10463-007-0145-1MaRDI QIDQ730754zbMATH OpenOpenAlexFDO

Authors Wen Hsiang Wei

Publication date 30 September 2009

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-007-0145-1

zbMATH Keywords

model selectionnonparametric regressionpenalized likelihoodgeneralized cross-validationsmoothing splines

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

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Cites work

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• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• A new look at the statistical model identification
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• Bandwidth choice for nonparametric regression
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Matrix computations.
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• Smoothing Spline Models with Correlated Random Errors
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Statistical predictor identification
• The smoothing parameter, confidence interval and robustness for smoothing splines

Cited in

(7)

• Regression with strongly correlated data
• scientific article; zbMATH DE number 4080663 (Why is no real title available?)
• Regression models with correlated errors based on functional random design
• Order selection in ARMA models using the focused information criterion
• New criteria for selection in simultaneous equations model
• Model selection for regression with heteroskedastic and autocorrelated errors
• Criteria for selecting the structure of a regression model with non-Gaussian and dependent errors

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