메뉴 건너뛰기




Volumn 67, Issue 1, 2005, Pages 46-73

Prediction, model selection and random dimension penalties

Author keywords

Minimax regret; Model selection; Prediction

Indexed keywords


EID: 31344477296     PISSN: 09727671     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (1)

References (19)
  • 1
    • 0016355478 scopus 로고
    • A new look at the statistical identification model
    • AKAIKE, H. (1974). A new look at the statistical identification model. IEEE Trans. Automatic Control 19, 716-723.
    • (1974) IEEE Trans. Automatic Control , vol.19 , pp. 716-723
    • Akaike, H.1
  • 2
    • 4043135554 scopus 로고    scopus 로고
    • Optimal predictive model selection
    • BERGER, J.O. and BARBIERRI, M.M. (2004). Optimal predictive model selection. Ann. Statist. 32, 870-897.
    • (2004) Ann. Statist. , vol.32 , pp. 870-897
    • Berger, J.O.1    Barbierri, M.M.2
  • 4
    • 14644395930 scopus 로고    scopus 로고
    • Population theory for boosting ensembles (The 2002 Wald memorial lecture)
    • BREIMAN, L. (2004). Population theory for boosting ensembles (The 2002 Wald memorial lecture). Ann. Statist. 32, 1-11.
    • (2004) Ann. Statist. , vol.32 , pp. 1-11
    • Breiman, L.1
  • 6
    • 21844523862 scopus 로고
    • The risk inflation criterion for multiple regression
    • FOSTER, D.P. and GEORGE, E.I. (1994). The risk inflation criterion for multiple regression. Ann. Statist. 22, 1947-1975.
    • (1994) Ann. Statist. , vol.22 , pp. 1947-1975
    • Foster, D.P.1    George, E.I.2
  • 7
    • 84950645271 scopus 로고
    • The predictive sample reuse method with applications
    • GEISSER, S. (1975). The predictive sample reuse method with applications. J. Amer. Statist. Assoc. 70, 320-328.
    • (1975) J. Amer. Statist. Assoc. , vol.70 , pp. 320-328
    • Geisser, S.1
  • 8
    • 0001526195 scopus 로고
    • A predictive approach to model selection
    • GEISSER, S. and EDDY, W. (1979). A predictive approach to model selection. J. Amer. Statist. Assoc. 74, 153-160.
    • (1979) J. Amer. Statist. Assoc. , vol.74 , pp. 153-160
    • Geisser, S.1    Eddy, W.2
  • 9
    • 0034343424 scopus 로고    scopus 로고
    • Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty
    • GOLDENSHLUGER, A. and GREENSHTEIN, E. (2000). Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty. Ann. Statist. 28, 1620-1637.
    • (2000) Ann. Statist. , vol.28 , pp. 1620-1637
    • Goldenshluger, A.1    Greenshtein, E.2
  • 10
    • 31344454903 scopus 로고    scopus 로고
    • Persistency in high dimensional linear predictor selection
    • GREENSHTEIN, E. and RITOV, Y. (2004). Persistency in high dimensional linear predictor selection. Bernoulli. 10, 971-988.
    • (2004) Bernoulli. , vol.10 , pp. 971-988
    • Greenshtein, E.1    Ritov, Y.2
  • 15
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • SCHWARZ, G. (1978). Estimating the dimension of a model. Ann. Statist. 6, 461-464.
    • (1978) Ann. Statist. , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 16
    • 77956887130 scopus 로고
    • An optimal selection of regression variables
    • SHIBATA, R. (1981). An optimal selection of regression variables. Biometrika 68, 45-54.
    • (1981) Biometrika , vol.68 , pp. 45-54
    • Shibata, R.1
  • 17
    • 0001801337 scopus 로고
    • Statistical aspects of model selection
    • J.C. Willems, ed., Springer-Verlag, Berlin
    • SHIBATA, R (1989). Statistical aspects of model selection. In From Data to Model, J.C. Willems, ed., Springer-Verlag, Berlin, 215-240.
    • (1989) From Data to Model , pp. 215-240
    • Shibata, R.1
  • 18
    • 0000629975 scopus 로고
    • Cross-validatory choice and assessment of statistical predictions
    • STONE, M. (1974). Cross-validatory choice and assessment of statistical predictions. J. Roy. Statist Soc. Ser. B 36, 111-147.
    • (1974) J. Roy. Statist Soc. Ser. B , vol.36 , pp. 111-147
    • Stone, M.1
  • 19
    • 0039724913 scopus 로고    scopus 로고
    • The covariance inflation criterion for model selection
    • TIBSHIRANI, R. and KNIGHT, K. (1999). The covariance inflation criterion for model selection. J. Roy. Statist. Soc. Ser. B 61, 529-546.
    • (1999) J. Roy. Statist. Soc. Ser. B , vol.61 , pp. 529-546
    • Tibshirani, R.1    Knight, K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.