Simple measures of uncertainty for model selection

DOI10.1007/S11749-020-00737-9MaRDI QIDQ127484zbMATH OpenOpenAlexFDO

Authors Xiaohui Liu, Yuanyuan Li, Jiming Jiang, Xiao Hui Liu, Jiming Jiang, Yuanyuan Li

Publication date 1 November 2020

Published in Test, TEST (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-020-00737-9

zbMATH Keywords

model selectionconsistencyuncertaintyaverage probability of coveragebootstrappingLogP measuremodel confidence set

Mathematics Subject Classification ID

Foundational topics in statistics (62A99)

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Cites work

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• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Estimating the dimension of a model
• Large Sample Techniques for Statistics
• Least angle regression. (With discussion)
• Likelihood-based selection and sharp parameter estimation
• Model Selection and Accounting for Model Uncertainty in Graphical Models Using Occam's Window
• Model Selection and Model Averaging
• Model combining in factorial data analysis
• Model selection by testing for the presence of small-area effects, and application to area-level data
• Model selection confidence sets by likelihood ratio testing
• On high-dimensional misspecified mixed model analysis in genome-wide association study
• Regularisation parameter selection via bootstrapping
• Selection of the order of an autoregressive model by Akaike's information criterion
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The Adaptive Lasso and Its Oracle Properties
• The Model Confidence Set
• The fence methods

Cited in

(3)

• Simplicity and model selection
• maclogp
• A bootstrap method for assessing uncertainty in Kullback-Leibler discrepancy model selection problems

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