Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty

Keyphrases

• Regression Model 100%
• Selection Rules 100%
• Model Selection 100%
• Minimax Regret 100%
• Minimax 66%
• Joint Distribution 66%
• Explanatory Variables 33%
• Model-based Testing 33%
• Prediction Method 33%
• Competing Models 33%
• Response Variable 33%
• Rule-based 33%
• Multivariate Normal 33%
• Minimax Rule 33%
• Penalized Log-likelihood 33%
• Model Dimension 33%

Mathematics

• Minimax 100%
• Selection Rule 100%
• Model Selection 100%
• Regression Model 100%
• Joint Distribution 66%
• Multivariate Normal 33%
• Minimax Rule 33%
• Explanatory Variable 33%
• Approach Infinity 33%
• Testing Model 33%
• Log Likelihood 33%
• Response Variable 33%