Test of Significance in order selection
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Recommendations
- Modification of the Mallows-Akaike criterion for selecting the order of a regression model
- Testing the order of a model
- ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
- Selection of regression and autoregression models with initial ordering of variables
- ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE-TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER
Cites work
- A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
- A new look at the statistical model identification
- An optimal selection of regression variables
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotically efficient selection of the order by the criterion autoregressive transfer function
- Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
- Bandwidth choice for nonparametric regression
- How Many Variables Should be Entered in a Regression Equation?
- scientific article; zbMATH DE number 3141625 (Why is no real title available?)
- scientific article; zbMATH DE number 3223982 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- Model Selection for Multivariate Regression in Small Samples
- Modified AIC and Cp in multivariate linear regression
- On model selection and the arc sine laws
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Some Comments on C P
- Some recent advances in time series modeling
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