Constrained regression model selection

DOI10.1016/J.JSPI.2008.02.006zbMATH Open1146.62336OpenAlexW1971301879MaRDI QIDQ951053FDOQ951053

Authors: Lexin Li, Chih-Ling Tsai 

Publication date: 29 October 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.02.006

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zbMATH Keywords

single-index modelparameter constraint

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

Cites Work

• Estimating the dimension of a model
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• Smoothing methods in statistics
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• Sliced Inverse Regression for Dimension Reduction
• Generalized Partially Linear Single-Index Models
• Semiparametric methods in econometrics
• Local Regression and Likelihood
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• Model Selection and Multimodel Inference
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• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
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• Single-index model selections
• A constrained eigenvalue problem
• Bootstrap Model Selection
• Constrained Inverse Regression for Incorporating Prior Information
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Cited In (4)

• Modified Akaike Information Criterion (MAIC) for statistical model selection
• A selection problem for a constrained linear regression model
• Multivariate regression model with constraints
• An Akaike-type information criterion for model selection under inequality constraints

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