Bias and Variance Reduction in Estimation of Model Dimension (Q4318361)
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scientific article; zbMATH DE number 707032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias and Variance Reduction in Estimation of Model Dimension |
scientific article; zbMATH DE number 707032 |
Statements
2 January 1995
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shrinkage correction factors
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finite-sample estimates
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cross-validation
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model selection
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number of regressors
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final prediction error
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Akaike's criterion
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bootstrapping
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reduced bias
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asymptotic bias
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mean-squared errors
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Bias and Variance Reduction in Estimation of Model Dimension (English)
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