The GIC for model selection: A hypothesis testing approach

DOI10.1016/S0378-3758(00)00080-XMaRDI QIDQ1579998zbMATH OpenOpenAlexFDO

Authors Jun Shao, J. Sunil Rao

Publication date 14 September 2000

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

Full work available at URL https://doi.org/10.1016/s0378-3758(00)00080-x

zbMATH Keywords

model selectioninformation criteriaprediction errorsimulations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3483405 (Why is no real title available?)
• scientific article; zbMATH DE number 3635352 (Why is no real title available?)
• scientific article; zbMATH DE number 1271147 (Why is no real title available?)
• A strongly consistent procedure for model selection in a regression problem
• Approximate efficiency of a selection procedure for the number of regression variables
• Asymptotic properties of criteria for selection of variables in multiple regression
• Consistent Variable Selection in Linear Models
• Estimating the dimension of a model
• Linear Model Selection by Cross-Validation
• Model selection under nonstationarity: Autoregressive models and stochastic linear regression models
• Model selection via multifold cross validation
• Some Comments on C P
• Statistical predictor identification
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Variable Selection in Nonparametric Regression with Categorical Covariates

Cited in

(4)

• Online updating of information based model selection in the big data setting
• Model selection: a Lagrange optimization approach
• Spike and slab variable selection: frequentist and Bayesian strategies
• Sparse principal component regression with adaptive loading

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