Bias and Variance Reduction in Estimation of Model Dimension

DOI10.2307/2161197zbMath0827.62058OpenAlexW4247344476MaRDI QIDQ4318361

Xiaodong Zheng, Weih-Yin Loh

Publication date: 2 January 1995

Full work available at URL: https://doi.org/10.2307/2161197

zbMATH Keywords

model selectionasymptotic biascross-validationbootstrappingfinal prediction errorAkaike's criterionreduced biasmean-squared errorsfinite-sample estimatesnumber of regressorsshrinkage correction factors

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Cites Work

• A Combinatorial Lemma and Its Application to Probability Theory
• A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
• On the Distributional Properties of Model Selection Criteria
• Linear Model Selection by Cross-Validation
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