Prediction error criterion for selecting variables in a linear regression model
Year of publication: |
2011
|
---|---|
Authors: | Fujikoshi, Yasunori ; Kan, Tamio ; Takahashi, Shin ; Sakurai, Tetsuro |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 63.2011, 2, p. 387-403
|
Publisher: |
Springer |
Subject: | Prediction error criterion | Linear regression models | Selection of variables | Risk function | Selection criteria |
-
NEW METHOD OF VARIABLE SELECTION FOR BINARY DATA CLUSTER ANALYSIS
Korzeniewski, Jerzy, (2016)
-
Monotone fitting for developmental variables
Rousson, Valentin, (2008)
-
Selecting the best regression equation via the P-value of F-test
Zhang, Jin, (1997)
- More ...
-
Prediction error criterion for selecting variables in a linear regression model
Fujikoshi, Yasunori, (2011)
-
High-dimensional AIC in the growth curve model
Fujikoshi, Yasunori, (2013)
-
Consistency of high-dimensional AIC-type and Cp-type criteria in multivariate linear regression
Fujikoshi, Yasunori, (2014)
- More ...