A measure of post variable selection error in multiple linear regression, and its estimation (Q4825497)
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scientific article; zbMATH DE number 2111694
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A measure of post variable selection error in multiple linear regression, and its estimation |
scientific article; zbMATH DE number 2111694 |
Statements
A measure of post variable selection error in multiple linear regression, and its estimation (English)
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28 October 2004
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\(C_p\)-criterion
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estimation error
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post-selection inference
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variable selection
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plug in estimator
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bootstrap estimator
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multiple linear regression
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