Appropriate penalties in the final prediction error criterion: A decision theoretic approach (Q1314700)
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scientific article; zbMATH DE number 503665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Appropriate penalties in the final prediction error criterion: A decision theoretic approach |
scientific article; zbMATH DE number 503665 |
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Appropriate penalties in the final prediction error criterion: A decision theoretic approach (English)
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9 June 1994
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constrained parameter space
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model selection
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post-selection risk
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FPE- criterion
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final prediction error criterion
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residual sum of squares
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unbiased estimate of the error variance
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penalty
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Gaussian linear regression models
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signal to noise ratio
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loss function
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squared prediction error
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minimax
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admissible
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