Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.

DOI10.1214/aos/1015957473zbMath1105.62356OpenAlexW1587154490MaRDI QIDQ1848845

Alexander Goldenshluger, Eitan Greenshtein

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1015957473

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20)

Related Items

A predictive deviance criterion for selecting a generative model in semi-supervised classification, Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.

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