The risk inflation criterion for multiple regression (Q1896246)
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scientific article; zbMATH DE number 788294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The risk inflation criterion for multiple regression |
scientific article; zbMATH DE number 788294 |
Statements
The risk inflation criterion for multiple regression (English)
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21 August 1995
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minimax
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variable selection procedures
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multiple regression
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risk inflation
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orthogonal predictors
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AIC
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BIC
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nonorthogonal predictors
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bounds
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optimal penalty
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0.86213464
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0.85573745
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0.8455218
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0.84347504
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0.8402404
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0.8391739
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