The HPGENSELECT Procedure

References

  • Akaike, H. (1974), “A New Look at the Statistical Model Identification,” IEEE Transactions on Automatic Control, AC-19, 716–723.

  • Burnham, K. P. and Anderson, D. R. (1998), Model Selection and Inference: A Practical Information-Theoretic Approach, New York: Springer-Verlag.

  • Cox, D. R. and Snell, E. J. (1989), The Analysis of Binary Data, 2nd Edition, London: Chapman & Hall.

  • Dennis, J. E., Gay, D. M., and Welsch, R. E. (1981), “An Adaptive Nonlinear Least-Squares Algorithm,” ACM Transactions on Mathematical Software, 7, 348–368.

  • Dennis, J. E. and Mei, H. H. W. (1979), “Two New Unconstrained Optimization Algorithms Which Use Function and Gradient Values,” Journal of Optimization Theory and Applications, 28, 453–482.

  • Dunn, P. K. and Smyth, G. K. (2005), “Series Evaluation of Tweedie Exponential Dispersion Model Densities,” Statistics and Computing, 15, 267–280.

  • Dunn, P. K. and Smyth, G. K. (2008), “Series Evaluation of Tweedie Exponential Dispersion Model Densities by Fourier Inversion,” Statistics and Computing, 18, 73–86.

  • Eskow, E. and Schnabel, R. B. (1991), “Algorithm 695: Software for a New Modified Cholesky Factorization,” ACM Transactions on Mathematical Software, 17, 306–312.

  • Fletcher, R. (1987), Practical Methods of Optimization, 2nd Edition, Chichester, UK: John Wiley & Sons.

  • Frees, E. W. (2010), Regression Modeling with Actuarial and Financial Applications, Cambridge: Cambridge University Press.

  • Gay, D. M. (1983), “Subroutines for Unconstrained Minimization,” ACM Transactions on Mathematical Software, 9, 503–524.

  • Hurvich, C. M. and Tsai, C.-L. (1989), “Regression and Time Series Model Selection in Small Samples,” Biometrika, 76, 297–307.

  • Moré, J. J. and Sorensen, D. C. (1983), “Computing a Trust-Region Step,” SIAM Journal on Scientific and Statistical Computing, 4, 553–572.

  • Schwarz, G. (1978), “Estimating the Dimension of a Model,” Annals of Statistics, 6, 461–464.