Statistical Aspects of Model Selection
- 1 January 1989
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 26 references indexed in Scilit:
- From Stein's Unbiased Risk Estimates to the Method of Generalized Cross ValidationThe Annals of Statistics, 1985
- Methods for Determining the Order of an Autoregressive-Moving Average Process: A SurveyInternational Statistical Review, 1985
- Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation MethodsJournal of the American Statistical Association, 1985
- ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELSJournal of Time Series Analysis, 1985
- Admissible variable-selection procedures when fitting regression models by least squares for predictionBiometrika, 1984
- Recursive estimation of mixed autoregressive-moving average orderBiometrika, 1982
- The Estimation of the Order of an ARMA ProcessThe Annals of Statistics, 1980
- A note on the generalized information criterion for choice of a modelBiometrika, 1980
- An algorithm for the exact likelihood of a mixed autoregressive-moving average processBiometrika, 1979
- A fundamental relation between predictor identification and power spectrum estimationAnnals of the Institute of Statistical Mathematics, 1970