메뉴 건너뛰기




Volumn 91, Issue 434, 1996, Pages 655-665

Bootstrap Model Selection

Author keywords

Autoregressive time series; Bootstrap sample size; Generalized linear model; Nonlinear regression; Prediction error

Indexed keywords


EID: 0030537683     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1996.10476934     Document Type: Article
Times cited : (205)

References (36)
  • 2
    • 0347833985 scopus 로고
    • On the definition of asymptotic expectation
    • M. Akahira, Institute of Mathematics, Univ. of Tsukuba, Japan
    • Akahira, M., and Takeuchi, K. (1991), –On the Definition of Asymptotic Expectation,— in Asymptotic Theory of Statistical Estimation, ed. M. Akahira, Institute of Mathematics, Univ. of Tsukuba, Japan.
    • (1991) Asymptotic Theory of Statistical Estimation
    • Akahira, M.1    Takeuchi, K.2
  • 4
    • 0016029778 scopus 로고
    • The relationship between variable selection and data augmentation and a method for prediction
    • Allen, D. M. (1974), –The Relationship Between Variable Selection and Data Augmentation and a Method for Prediction,— Technometrics, 16, 125-127.
    • (1974) Technometrics , vol.16 , pp. 125-127
    • Allen, D.M.1
  • 5
    • 0000008553 scopus 로고
    • The bootstrap of the mean with arbitrary bootstrap sample size
    • Arcones, M. A., and Gine, E. (1989), –The Bootstrap of the Mean With Arbitrary Bootstrap Sample Size,— Annals of the Institute of Henri Poincare, 25, 457-481.
    • (1989) Annals of the Institute of Henri Poincare , vol.25 , pp. 457-481
    • Arcones, M.A.1    Gine, E.2
  • 6
    • 0000485156 scopus 로고
    • Some asymptotic theory for the bootstrap
    • Bickel, P. J., and Freedman, D. A. (1981), –Some Asymptotic Theory for the Bootstrap,— The Annals of Statistics, 9, 1196-1217.
    • (1981) The Annals of Statistics , vol.9 , pp. 1196-1217
    • Bickel, P.J.1    Freedman, D.A.2
  • 7
    • 0001029192 scopus 로고
    • Edgeworth correction by bootstrap in autoregressions
    • Bose, A. (1988), –Edgeworth Correction by Bootstrap in Autoregressions,— The Annals of Statistics, 16, 1709-1722.
    • (1988) The Annals of Statistics , vol.16 , pp. 1709-1722
    • Bose, A.1
  • 8
    • 0009090307 scopus 로고
    • Bootstrap and cross-validation estimates of the prediction error for linear regression models
    • Bunke, O., and Droge, B. (1984), –Bootstrap and Cross-Validation Estimates of the Prediction Error for Linear Regression Models,— The Annals of Statistics, 12, 1400-1424.
    • (1984) The Annals of Statistics , vol.12 , pp. 1400-1424
    • Bunke, O.1    Droge, B.2
  • 9
    • 0000354976 scopus 로고
    • A comparative study of ordinary cross-validation, v-hold cross-validation and repeated learning-testing methods
    • Burman, P. (1989), –A Comparative Study of Ordinary Cross-Validation, v-Hold Cross-Validation and Repeated Learning-Testing Methods,— Biometrika, 76, 503-514.
    • (1989) Biometrika , vol.76 , pp. 503-514
    • Burman, P.1
  • 10
    • 34250263445 scopus 로고
    • Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
    • Craven, P., and Wahba, G. (1979), –Smoothing Noisy Data With Spline Functions: Estimating the Correct Degree of Smoothing by the Method of Generalized Cross-Validation,—Numerical Mathematics, 31, 377-403.
    • (1979) Numerical Mathematics , vol.31 , pp. 377-403
    • Craven, P.1    Wahba, G.2
  • 12
    • 0002344794 scopus 로고
    • Bootstrap methods: Another look at the jackknife
    • Efron, B. (1979), –Bootstrap Methods: Another Look at the Jackknife,— The Annals of Statistics, 7, 1-26.
    • (1979) The Annals of Statistics , vol.7 , pp. 1-26
    • Efron, B.1
  • 14
    • 84950461478 scopus 로고
    • Estimating the error rate of a prediction rule: Improvement on cross-validation
    • Efron, B. (1983), –Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation,— Journal of the American Statistical Association, 78, 316-331.
    • (1983) Journal of the American Statistical Association , vol.78 , pp. 316-331
    • Efron, B.1
  • 15
    • 0000130203 scopus 로고
    • Bootstrapping regression models
    • Freedman, D. A. (1981), –Bootstrapping Regression Models,— The Annals of Statistics, 9, 1218-1228.
    • (1981) The Annals of Statistics , vol.9 , pp. 1218-1228
    • Freedman, D.A.1
  • 16
  • 18
    • 0346573780 scopus 로고
    • Unusual properties of bootstrap confidence intervals in regression problem
    • Hall, P. (1989), –Unusual Properties of Bootstrap Confidence Intervals in Regression Problem,— Probability Theory and Related Fields, 81, 247-273.
    • (1989) Probability Theory and Related Fields , vol.81 , pp. 247-273
    • Hall, P.1
  • 19
    • 0000831975 scopus 로고
    • Using the bootstrap to estimate mean squared error and select smoothing parameters in nonparametric problems
    • Hall, P. (1990), –Using the Bootstrap to Estimate Mean Squared Error and Select Smoothing Parameters in Nonparametric Problems,— Journal of Multivariate Analysis, 32, 177-203.
    • (1990) Journal of Multivariate Analysis , vol.32 , pp. 177-203
    • Hall, P.1
  • 22
    • 21344450459 scopus 로고    scopus 로고
    • Bootstrapping a sample quantile when the density has a jump
    • Huang, J. S., Sen, P. K., and Shao, J. (1996), –Bootstrapping a Sample Quantile When the Density Has a Jump,— Statistica Sinica, 6, 299-309.
    • (1996) Statistica Sinica , vol.6 , pp. 299-309
    • Huang, J.S.1    Sen, P.K.2    Shao, J.3
  • 23
    • 84915425007 scopus 로고
    • Some comments on cp
    • Mallows, C. L. (1973), –Some Comments on Cp,— Technometrics, 15, 661-675.
    • (1973) Technometrics , vol.15 , pp. 661-675
    • Mallows, C.L.1
  • 25
    • 0001225061 scopus 로고
    • Model selection under nonstationary: Autoregressive models and stochastic linear regression models
    • Potscher, B. M. (1989), –Model Selection Under Nonstationary: Autoregressive Models and Stochastic Linear Regression Models,— The Annals of Statistics, 17, 1257-1274.
    • (1989) The Annals of Statistics , vol.17 , pp. 1257-1274
    • Potscher, B.M.1
  • 26
    • 0000070978 scopus 로고
    • A strongly consistent procedure for model selection in a regression problem
    • Rao, C. R, and Wu, Y. (1989), –A Strongly Consistent Procedure for Model Selection in a Regression Problem,— Biometrika, 76, 369-374.
    • (1989) Biometrika , vol.76 , pp. 369-374
    • Rao, C.R.1    Wu, Y.2
  • 28
    • 85011194189 scopus 로고
    • Estimating the dimensions of a model
    • Schwartz, G. (1978), –Estimating the Dimensions of a Model,— The Annals of Statistics, 6, 461-464.
    • (1978) The Annals of Statistics , vol.6 , pp. 461-464
    • Schwartz, G.1
  • 30
    • 0042304469 scopus 로고
    • Bootstrap sample size in non-regular cases
    • Shao, J. (1994), –Bootstrap Sample Size in Non-Regular Cases,— Proceedings ofAmerican Mathematical Society, 122, 1251-1262.
    • (1994) Proceedings Ofamerican Mathematical Society , vol.122 , pp. 1251-1262
    • Shao, J.1
  • 31
    • 0002872575 scopus 로고
    • Approximate efficiency of a selection procedure for the number of regression variables
    • Shibata, R. (1984), –Approximate Efficiency of a Selection Procedure for the Number of Regression Variables,— Biometrika, 71, 43-49.
    • (1984) Biometrika , vol.71 , pp. 43-49
    • Shibata, R.1
  • 32
    • 0000629975 scopus 로고
    • Cross-validation choice and assessment of statistical predictions
    • Stone, M. (1974), –Cross-Validation Choice and Assessment of Statistical Predictions,— Journal of the Royal Statistical Society, Ser. B, 36, 111-147.
    • (1974) Journal of the Royal Statistical Society, Ser. B , vol.36 , pp. 111-147
    • Stone, M.1
  • 33
    • 0000654872 scopus 로고
    • A note on proving that the (Modified) boot-strap works, communications in statistics
    • Swanepoel, J. W. H. (1986), "A Note on Proving That the (Modified) Boot-strap Works, Communications in Statistics, Part A-Theory and Methods, 15, 3193-3203.
    • (1986) Part A-Theory and Methods , vol.15 , pp. 3193-3203
    • Swanepoel, J.1
  • 34
    • 0002914571 scopus 로고
    • On predictive least squares principles
    • Wei, C. Z. (1992), –On Predictive Least Squares Principles,— The Annals of Statistics, 20, 1-42.
    • (1992) The Annals of Statistics , vol.20 , pp. 1-42
    • Wei, C.Z.1
  • 35
    • 21144472438 scopus 로고
    • Model selection via multifold cross-validation
    • Zhang, P. (1993a), –Model Selection Via Multifold Cross-Validation,— The Annals of Statistics, 21, 299-313.
    • (1993) The Annals of Statistics , vol.21 , pp. 299-313
    • Zhang, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.