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回归变量个数选择过程的近似效率

Approximate Efficiency of a Selection Procedure for the Number of Regression Variables

Biometrika · 1984
被引 9
ABS 4

中文导读

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。

Abstract

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.

回归分析变量选择预测误差准则统计方法