The multivariate Cp

DOI10.1080/03610928308828569zbMath0552.62041OpenAlexW1604098253MaRDI QIDQ3345612

No author found.

Publication date: 1983

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828569

zbMATH Keywords

predictionextrapolationvariable selectionsimultaneous test proceduresCp-statistics

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (18)

Some variable selection procedures in multivariate linear regression models ⋮ Marginal ridge conceptual predictive model selection criterion in linear mixed models ⋮ A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables ⋮ Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression ⋮ Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression ⋮ Model selection via conditional conceptual predictive statistic under ridge regression in linear mixed models ⋮ Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods ⋮ The EAS approach to variable selection for multivariate response data in high-dimensional settings ⋮ Selecting estimators and variables in the seemingly unrelated regression model ⋮ Unnamed Item ⋮ Selection of model selection criteria for multivariate ridge regression ⋮ Model averaging for multivariate multiple regression models ⋮ Accurate distributions of Mallows' \(\operatorname{C}_p\) and its unbiased modifications with applications to shrinkage estimation ⋮ An unbiased \(C_p\) criterion for multivariate ridge regression ⋮ Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size ⋮ High-dimensional consistencies of KOO methods in multivariate regression model and discriminant analysis ⋮ OPTIMAL MULTISTEP VAR FORECAST AVERAGING ⋮ On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models

Uses Software

• alr3

Cites Work

• Charts of Some Upper Percentage Points of the Distribution of the Largest Characteristic Root
• A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Unnamed Item
• Unnamed Item

This page was built for publication: The multivariate C_p