Optimal properties of one-step variable selection in regression

DOI10.1214/aos/1176346072zbMath0522.62003OpenAlexW1987315455MaRDI QIDQ1056152

Ronald W. Butler

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346072

zbMATH Keywords

discriminant analysisgreatest partial correlationmultiple outlier detectionoptimal properties of one-step variable selectionuniformly invariant Bayes

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Compound decision problems in statistical decision theory (62C25)

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