On model selection in the computer age

DOI10.1016/0378-3758(89)90043-8zbMath0685.62030OpenAlexW2020477906MaRDI QIDQ1262043

Urban Hjorth

Publication date: 1989

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(89)90043-8

zbMATH Keywords

regressionvalidationresampling techniquesdata based model selectionnon-asymptotic approach to model selectionpartitioning of sample spaces

Mathematics Subject Classification ID

Related Items (3)

Post-data evaluation of prior assessment ⋮ Simultaneous selection and estimation for the some zeros family of normal models ⋮ Statistical Inference Enables Bad Science; Statistical Thinking Enables Good Science

Cites Work

• Projection pursuit
• Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
• Estimating the dimension of a model
• Jackknife, bootstrap and other resampling methods in regression analysis
• Fitting autoregressive models for prediction
• Cross-Validation of Regression Models
• Selection of Subsets of Regression Variables
• Inflation of R 2 in Best Subset Regression
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• Comparing Subset Regression Procedures
• A new look at the statistical model identification
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