线性回归模型中变量选择方法综述

[21] Bayesian measures of model complexity and fit[J] . David J.Spiegelhalter,Nicola G.Best,Bradley P.Carlin,AngelikaVan Der Linde.Journal of the Royal Statistical Society: Series B （Statistical Methodology） . 2002 (4)

[22] Variable selection via nonconcave penalized likelihood and its oracle properties [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2001, 96 (456) : 1348 - 1360

[23] Bayesian Model Averaging: A Tutorial[J] . Jennifer A. Hoeting,David Madigan,Adrian E. Raftery,Chris T. Volinsky.Statistical Science . 1999 (4)

[24] A large-sample model selection criterion based on Kullback's symmetric divergence [J]. STATISTICS & PROBABILITY LETTERS, 1999, 42 (04) : 333 - 343

[25] The model selection criterion AICu [J]. STATISTICS & PROBABILITY LETTERS, 1997, 34 (03) : 285 - 292

[26] Bootstrapping Log Likelihood and EIC, an Extension of AIC[J] . Makio Ishiguro,Yosiyuki Sakamoto,Genshiro Kitagawa.Annals of the Institute of Statistical Mathematics . 1997 (3)

[27] An asymptotic theory for linear model selection [J]. STATISTICA SINICA, 1997, 7 (02) : 221 - 242

[28] Approaches for Bayesian variable selection [J]. STATISTICA SINICA, 1997, 7 (02) : 339 - 373

[29] Heuristics of instability and stabilization in model selection [J]. ANNALS OF STATISTICS, 1996, 24 (06): : 2350 - 2383

[30] Regression shrinkage and selection via the Lasso [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1996, 58 (01) : 267 - 288

[21] Bayesian measures of model complexity and fit[J] . David J.Spiegelhalter,Nicola G.Best,Bradley P.Carlin,AngelikaVan Der Linde.Journal of the Royal Statistical Society: Series B （Statistical Methodology） . 2002 (4)

[22] Variable selection via nonconcave penalized likelihood and its oracle properties [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2001, 96 (456) : 1348 - 1360

[23] Bayesian Model Averaging: A Tutorial[J] . Jennifer A. Hoeting,David Madigan,Adrian E. Raftery,Chris T. Volinsky.Statistical Science . 1999 (4)

[24] A large-sample model selection criterion based on Kullback's symmetric divergence [J]. STATISTICS & PROBABILITY LETTERS, 1999, 42 (04) : 333 - 343

[25] The model selection criterion AICu [J]. STATISTICS & PROBABILITY LETTERS, 1997, 34 (03) : 285 - 292

[26] Bootstrapping Log Likelihood and EIC, an Extension of AIC[J] . Makio Ishiguro,Yosiyuki Sakamoto,Genshiro Kitagawa.Annals of the Institute of Statistical Mathematics . 1997 (3)

[27] An asymptotic theory for linear model selection [J]. STATISTICA SINICA, 1997, 7 (02) : 221 - 242

[28] Approaches for Bayesian variable selection [J]. STATISTICA SINICA, 1997, 7 (02) : 339 - 373

[29] Heuristics of instability and stabilization in model selection [J]. ANNALS OF STATISTICS, 1996, 24 (06): : 2350 - 2383

[30] Regression shrinkage and selection via the Lasso [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1996, 58 (01) : 267 - 288