The Risk Inflation Criterion for Multiple Regression
A new criterion is proposed for the evaluation of variable selection procedures in multiple regression. This criterion, which we call the risk inflation, is based on an adjustme...
A new criterion is proposed for the evaluation of variable selection procedures in multiple regression. This criterion, which we call the risk inflation, is based on an adjustme...
Journal Article Calibration and empirical Bayes variable selection Get access EdwardI. George, EdwardI. George Department of Management Science and Information Systems, The Univ...
h-index: Number of publications with at least h citations each.