Some contributions to selection and estimation in the normal linear model

DOI10.1007/BF00058641zbMath0850.62493MaRDI QIDQ1206653

J. H. Venter, S. J. Steel

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (2)

A measure of post variable selection error in multiple linear regression, and its estimation ⋮ LASSO order selection for sparse autoregression: a bootstrap approach

Cites Work

• Parametric robustness: Small biases can be worthwhile
• Selection of the number of regression variables; A minimax choice of generalized FPE
• Estimation of the non-centrality parameter of a chi squared distribution
• Some Comments on C P
• The use of Previous Experience in Reaching Statistical Decisions
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