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A modified \(C_{p}\) statistic in a system-of-equations model - MaRDI portal

A modified \(C_{p}\) statistic in a system-of-equations model (Q433763)

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scientific article; zbMATH DE number 6053544
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English
A modified \(C_{p}\) statistic in a system-of-equations model
scientific article; zbMATH DE number 6053544

    Statements

    A modified \(C_{p}\) statistic in a system-of-equations model (English)
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    6 July 2012
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    \(SC(p)\) statistic
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    \(SC_{\epsilon }(p)\) statistic
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    Mallows \(C_{p}\) statistic
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    system-of-equations model
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    variable selection
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    model selection
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    Identifiers