58 citations · 116 across the 13 of their papers we have counts for
3 papers · 1 filter
On the Expectation of the Local-to-Zero Cross-Validated Log Likelihood Criterion for Bandwidth Selection in Kernel Spectral Estimation
Meng-Chen Hsieh, Clifford Hurvich
We consider data-driven bandwidth selection for a kernel spectral estimator at zero frequency based on a local-to-zero version of the cross validated log-likelihood (CVLL) criterio…
Selection of Regression Models under Linear Restrictions for Fixed and Random Designs
Sen Tian, Clifford M. Hurvich, Jeffrey S. Simonoff
Many important modeling tasks in linear regression, including variable selection (in which slopes of some predictors are set equal to zero) and simplified models based on sums or d…
On the Use of Information Criteria for Subset Selection in Least Squares Regression
Sen Tian, Clifford M. Hurvich, Jeffrey S. Simonoff
Least squares (LS)-based subset selection methods are popular in linear regression modeling. Best subset selection (BS) is known to be NP-hard and has a computational cost that gro…