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In biostatistical practice, it is common to use information criteria as a guide for model selection. We propose new versions of the Focussed Information Criterion (FIC) for variable selection in logistic regression. The FIC gives, depending on the quantity to be estimated, possibly different...
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This paper is about S-estimation for penalized regression splines. Penalized regression splines are one of the currently most used methods for smoothing noisy data. The estimation method used for fitting such a penalized regression spline model is mostly based on least squares methods, which are...
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Using support vector machines for classification problems has the advantage that the curse of dimensionality is circumvented. However, it has been shown that even here a reduction of the dimension of the input space leads to better results. For this purpose, we propose two information criteria...
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