Degrees of freedom and model search

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Degrees of Freedom and Model Search

Degrees of freedom is a fundamental concept in statistical modeling, as it provides a quantitative description of the amount of fitting performed by a given procedure. But, despite this fundamental role in statistics, its behavior is not completely well-understood, even in somewhat basic settings. For example, it may seem intuitively obvious that the best subset selection fit with subset size k...

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ژورنال

عنوان ژورنال: Statistica Sinica

سال: 2015

ISSN: 1017-0405

DOI: 10.5705/ss.2014.147