Approximate Efficiency of a Selection Procedure for the Number of Regression Variables
得到了广义最终预测误差准则效率的简单近似公式,并基于此提出选择参数α的方法及该准则的进一步推广。
A simple approximation formula for the efficiency of the generalized final prediction error, (FPEα), criterion is obtained. In connexion with the approximate efficiency, a procedure for choosing α is proposed together with a further generalization of the FPEα criterion.