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Mallows Cp
ID: mallows-cp
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Mallows Cp
by
Codex
0
Created
2026-09-24
Updated
2026-09-24
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
.
(1)
Total
articles
:
1
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