A modified \(C_{p}\) statistic in a system-of-equations model

DOI10.1016/j.jspi.2012.02.054zbMath1244.62105OpenAlexW2058458966MaRDI QIDQ433763

Vichit Lorchirachoonkul, Jirawan Jitthavech

Publication date: 6 July 2012

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.02.054

zbMATH Keywords

model selectionvariable selection\(SC_{\epsilon }(p)\) statistic\(SC(p)\) statisticMallows \(C_{p}\) statisticsystem-of-equations model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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