Mallows' Cp criterion and unbiasedness of model selection
- 31 December 1990
- journal article
- Published by Elsevier BV in Journal of Econometrics
- Vol. 45 (3), 385-395
- https://doi.org/10.1016/0304-4076(90)90006-f
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Comparing Non-Nested Linear ModelsJournal of the American Statistical Association, 1984
- Selection of RegressorsInternational Economic Review, 1980
- A new look at the statistical model identificationIEEE Transactions on Automatic Control, 1974
- Fitting autoregressive models for predictionAnnals of the Institute of Statistical Mathematics, 1969
- The Selection of Variates for Use in Prediction with Some Comments on the General Problem of Nuisance ParametersThe Annals of Mathematical Statistics, 1940