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Mallows Cp

For a normal linear model with known error variance

σ^{2}

, the scaled Akaike criterion differs by a model-independent constant from

C_{p} = ∥ Y - μ ∥^{2} + 2 p σ^{2} .

Table of contents 98 2
- Bias-variance decomposition for linear prediction Mallows Cp 36
- Unbiased prediction-error identity for ordinary least squares Mallows Cp 40

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