The distance between regression models and its impact on model selection

DOI10.1016/0096-3003(89)90002-7zbMath0679.62059OpenAlexW2006429591MaRDI QIDQ1822871

Philip Hans Franses

Publication date: 1989

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://repub.eur.nl/pub/2055

zbMATH Keywords

distancemodel selection criteriaspecificationmodel choicenested hypotheses testing

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Cites Work

• Bandwidth choice for nonparametric regression
• Model selection for forecasting
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Estimating the dimension of a model
• An optimal selection of regression variables
• Selection of Regressors
• Note on a Large-Sample Result in Specification Analysis
• A new look at the statistical model identification

This page was built for publication: The distance between regression models and its impact on model selection