Model Selection

2009/01/01 by Hannes Leeb, Benedikt M. Pötscher · 1 citation
Engineering · Mathematics · #Advanced Statistical Methods and Models #Artificial intelligence #Computer science #Control Systems and Identification #Selection (genetic algorithm) #Statistical Methods and Inference

paper · doi:10.1007/978-3-540-71297-8_39

crossref issued 2009/01/01 · crossref published 2009/01/01 · crossref published-print 2009/01/01 · openalex publication_date 2009/01/01 · crossref published-online 2009/02/10 · crossref created 2009/04/19 · openalex created_date 2022/02/13 · crossref deposited 2025/02/09 · crossref indexed 2026/02/20 · openalex updated_date 2026/08/04

Citations

• An Asymptotic Equivalence of Choice of Model by Cross-Validation and Akaike's Criterion
• Further analysis of the data by Akaike's information criterion and the finite corrections
• Regression and time series model selection in small samples
• The Risk Inflation Criterion for Multiple Regression
• Atomic Decomposition by Basis Pursuit
• Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
• Sparse estimators and the oracle property, or the return of Hodges’ estimator
• The Estimation of the Order of an ARMA Process
• Selecting optimal multistep predictors for autoregressive processes of unknown order
• Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series
• Consistent covariate selection and post model selection inference in semiparametric regression
• The Focused Information Criterion
• Frequentist Model Average Estimators
• Can one estimate the conditional distribution of post-model-selection estimators?
• Order selection for same-realization predictions in autoregressive processes
• The distribution of model averaging estimators and an impossibility result regarding its estimation
• Smoothing noisy data with spline functions
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

Cited by

• Model selection [wikipedia]