Selection of the regression model order

MaRDI QIDQ912545zbMATH OpenFDO

Authors Yu. Sh. Verulava, Boris T. Polyak

Publication date 1988

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

Legendre polynomialsnumerical examplesprior informationtrigonometric polynomialsleast squares estimatormodel order selectionapproximation accuracymean-square prediction error

Mathematics Subject Classification ID

General nonlinear regression (62J02) Inference from stochastic processes and prediction (62M20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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(8)

• Model selection under order restriction
• Modification of the Mallows-Akaike criterion for selecting the order of a regression model
• Backward‐in‐Time Selection of the Order of Dynamic Regression Prediction Model
• scientific article; zbMATH DE number 3954088 (Why is no real title available?)
• The asymptotic average squared error for polynomial regression
• Accuracy of construction of approximating models under bounded measurement noise
• When is the first spurious variable selected by sequential regression procedures?
• Resampling-based tuning of ordered model selection

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