Constrained regression model selection

DOI10.1016/J.JSPI.2008.02.006MaRDI QIDQ951053zbMATH OpenOpenAlexFDO

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

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)

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• Smoothing methods in statistics

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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