Model selection and prediction: Normal regression
type: Item
instance of: scholarly article
title: Model selection and prediction: Normal regression
zbMATH Open document ID: 0774.62093
DOI: 10.1007/BF00773667
author: Bin Yu
author: Terence P. Speed
published in: Annals of the Institute of Statistical Mathematics
publication date: 1993-08-25T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62J99
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 370576
zbMATH Keywords: prediction lower bound
zbMATH Keywords: APE
zbMATH Keywords: finite-dimensional normal regression models
zbMATH Keywords: model selection criteria
zbMATH Keywords: prediction errors
zbMATH Keywords: prediction with refitting
zbMATH Keywords: prediction without refitting
zbMATH Keywords: accumulatd prediction error criterion
zbMATH Keywords: stochastic complexity criterion
zbMATH Keywords: AIC
zbMATH Keywords: BIC
zbMATH Keywords: FPE criterion
zbMATH Keywords: upper bounds on overfitting and underfitting probabilities
zbMATH Keywords: finite-dimensional vs. infinite-dimensional model assumptions
MaRDI profile type: Publication
cites work: Statistical predictor identification
cites work: A new look at the statistical model identification
cites work: A note on the generalized information criterion for choice of a model
cites work: Q4158359
cites work: A Basis for the Selection of a Response Surface Design
cites work: How Many Variables Should be Entered in a Regression Equation?
cites work: Q4725500
cites work: Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
cites work: Estimating Regression Models of Finite but Unknown Order
cites work: Q4195812
cites work: Q3830381
cites work: Q4731981
cites work: Strong consistency of the PLS criterion for order determination of autoregressive processes
cites work: Q3947022
cites work: Consistent Estimation of Minimal Subset Dimension
cites work: Strong consistency of least squares estimates in multiple regression II
cites work: On the estimation of the order of a Markov chain and universal data compression
cites work: Asymptotic properties of criteria for selection of variables in multiple regression
cites work: Linear Statistical Inference and its Applications
cites work: Universal coding, information, prediction, and estimation
cites work: Stochastic complexity and modeling
cites work: A Predictive Least-Squares Principle
cites work: Q3995624
cites work: Information Criteria for Discriminating Among Alternative Regression Models
cites work: Estimating the dimension of a model
cites work: Selection of the order of an autoregressive model by Akaike's information criterion
cites work: An optimal selection of regression variables
cites work: Asymptotic mean efficiency of a selection of regression variables
cites work: Q3660739
cites work: Approximate efficiency of a selection procedure for the number of regression variables
cites work: Selection of the number of regression variables; A minimax choice of generalized FPE
cites work: Q4127159
cites work: Order selection for AR models by predictive least squares
cites work: On predictive least squares principles
cites work: On model selection and the arc sine laws
full work available at URL: https://doi.org/10.1007/bf00773667
OpenAlex ID: W2011438897
description: scientific article; zbMATH DE number 370576