Constrained regression model selection

DOI10.1016/j.jspi.2008.02.006zbMath1146.62336OpenAlexW1971301879MaRDI QIDQ951053

Lexin Li, Chih-Ling Tsai

Publication date: 29 October 2008

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.2008.02.006

zbMATH Keywords

single-index modelparameter constraint

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Parametric inference under constraints (62F30) Monte Carlo methods (65C05)

Cites Work

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• A constrained eigenvalue problem
• Estimating the dimension of a model
• Semiparametric methods in econometrics
• Smoothing methods in statistics
• Single-index model selections
• Bootstrap Model Selection
• Regression and time series model selection in small samples
• Sliced Inverse Regression for Dimension Reduction
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Local Regression and Likelihood
• Generalized Partially Linear Single-Index Models
• Model Selection and Multimodel Inference
• Constrained Inverse Regression for Incorporating Prior Information

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