Model fitting via testing

Statistica Sinica

Volumn 6, Issue 3, 1996, Pages 589-601

  Burman, Prabir ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Akaike's FPE; Hypothesis testing; Mallows' Cp; Model selection; Schwartz's BIC

Indexed keywords

EID: 25444455573     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

1. Akaike, H. (1970). Statistical predictor identification. Ann. Inst. Statist. Math. 22, 203-217.
2. Burman, P. (1994). Model fitting via testing. Technical Report #295, Division of Statistics, University of California, Davis.
3. Burman, P. and Chen, K. W. (1989). Nonparametric estimation of a regression function. Ann. Statist. 17, 1567-1596.
4. L, cross-validation and generalized cross validation: Discrete index set. Ann. Statist. 15, 958-975.
5. p. Technometrics 15, 661-675.
6. Mardia, K. V., Kent, J. T. and Bibby, J. M. (1979). Multivariate Analysis. Academic Press, Orlando.
7. Schwarz, G. (1978). Estimating the dimension of a model. Ann: Statist. 6, 461-464.
8. Shibata, R. (1981). An optimal selection of regression variables. Biometrika 68, 45-54.
9. Shibata, R. (1984). Approximate efficiency of a selection procedure for the number of regression variables. Biometrika 71, 43-49.
10. Stone, M. (1974). Cross-validatory choice and assessment of statistical prediction. J. Roy. Statist. Soc. Ser. B 36, 111-147.
11. Zhang, P. (1992). On the distribution properties of model selection criteria. J. Amer. Statist. Assoc. 87, 732-737.