Asymptotic properties of criteria for selection of variables in multiple regression
From MaRDI portal
Publication:796940
DOI10.1214/AOS/1176346522zbMATH Open0544.62063OpenAlexW1983351268MaRDI QIDQ796940FDOQ796940
Authors: Ryuei Nishii 
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346522
Recommendations
BICAICinformation criteriaPSSFPEasymptotic quadratic riskCpmodel selection rulesnormal linear regression
Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)
Cited In (only showing first 100 items - show all)
- Variable selection in linear measurement error models via penalized score functions
- Globally adaptive quantile regression with ultra-high dimensional data
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- Model selection in linear mixed effect models
- Parametric or nonparametric? A parametricness index for model selection
- A generalization of the logistic linear'model
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Informational complexity criteria for regression models.
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- Model selection approaches for non-linear system identification: a review
- Model selection: a Lagrange optimization approach
- An \(R\)-square coefficient based on final prediction error
- Further asymptotic properties of the generalized information criterion
- Selecting the tuning parameter in penalized Gaussian graphical models
- Model selection and prediction: Normal regression
- Covariance components selection in high-dimensional growth curve model with random coefficients
- PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE?
- Data driven smooth tests for composite hypotheses comparison of powers
- A variant of AIC based on the Bayesian marginal likelihood
- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion
- A new criterion for variable selection
- Bayesian model selection using test statistics
- Ridge parameters optimization based on minimizing model selection criterion in multivariate generalized ridge regression
- Correlation structure selection for longitudinal data with diverging cluster size
- A robust generalization and asymptotic properties of the model selection criterion family
- Observed best selective prediction in small area estimation
- A GIC rule for assessing data transformation in regression
- Tuning parameter calibration for \(\ell_1\)-regularized logistic regression
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- An effective selection of regression variables when the error distribution is incorrectly specified
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
- Asymptotic mean efficiency of a selection of regression variables
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- The impact of unsuspected serial correlations on model selection in linear regression
- A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure
- Selecting mixed-effects models based on a generalized information criterion
- AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION
- Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series
- Fence methods for mixed model selection
- Title not available (Why is that?)
- Adaptive parametric test in a semiparametric regression model
- A Criterion for Optimal Predictive Model Selection
- A penalized approach to covariate selection through quantile regression coefficient models
- Consistency of a class of information criteria for model selection in non-linear regression
- Asymptotic theory of generalized information criterion for geostatistical regression model selection
- The importance of complexity in model selection
- Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.
- Regularized latent class analysis with application in cognitive diagnosis
- Selection of linear mixed‐effects models for clustered data
- Consistent selection of the number of change-points via sample-splitting
- Relation for joint densities of progressively censored order statistics
- The consistency of model selection for dynamic Semi-varying coefficient models with autocorrelated errors
- Criteria for selection of response variables and the asymptotic properties in a multivariate calibration
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- A survey of cross-validation procedures for model selection
- Asymptotic optimality of full cross-validation for selecting linear regression models
- Semiparametric regression model selections.
- Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
- Convergence rates of the generalized information criterion
- The GIC for model selection: A hypothesis testing approach
- On model selection from a finite family of possibly misspecified time series models
- Model selection rates of information based criteria
- Cross-validation for selecting a model selection procedure
- High-dimensional regression with unknown variance
- Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models
- Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models
- Online updating of information based model selection in the big data setting
- Title not available (Why is that?)
- Regularized variational estimation for exploratory item factor analysis
- A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points
- Title not available (Why is that?)
- Variable selection in multivariate linear regression with random predictors
- The variability of rainfall acidity revisited
- Bayes factor asymptotics for variable selection in the Gaussian process framework
- Information criteria for model selection
- Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters
- Rotation to sparse loadings using \(L^p\) losses and related inference problems
- Tuning parameter selection in fused lasso signal approximator with false discovery rate control
- Title not available (Why is that?)
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses
- Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models
- Efficient functional Lasso kernel smoothing for high-dimensional additive regression
- Multikernel linear mixed model with adaptive Lasso for complex phenotype prediction
- Selecting the model for multiple imputation of missing data: just use an IC!
- Tuning Parameter Selection in Penalized Frailty Models
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
- A note on estimating the msep in nonlinear regression
- Sequential model selection-based segmentation to detect DNA copy number variation
- Title not available (Why is that?)
- Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
- Bootstrapping multiple linear regression after variable selection
- Model averaged tail area confidence intervals in nested linear regression models
- Blockwise AICc and its consistency properties in model selection
- The uncertainty of a selected graphical model
- Laplace's method and BIC model selection for least absolute value criterion
- Enveloped Huber Regression
- Tuning parameter selection for penalized estimation via \(R^2\)
This page was built for publication: Asymptotic properties of criteria for selection of variables in multiple regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796940)
