Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory (Q2815586): Difference between revisions

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+Model selection by sequentially normalized least squares
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+A new look at the statistical model identification
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+Estimating the dimension of a model
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+A Predictive Least-Squares Principle
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+On predictive least squares principles
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+Minimum complexity density estimation
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+The consistency of the BIC Markov order estimator.
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+Q3995624
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+Updating the Inverse of a Matrix
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+SOME THEOREMS IN LEAST SQUARES
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+Q3825928
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+Q5461242
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+Exchangeability Characterizes Optimality of Sequential Normalized Maximum Likelihood and Bayesian Prediction
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+On the choice of a model to fit data from an exponential family
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+Inconsistency of the MDL: On the Performance of Model Order Selection Criteria With Increasing Signal-to-Noise Ratio
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+The Consistency of MDL for Linear Regression Models With Increasing Signal-to-Noise Ratio
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+MDL denoising
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+Model Selection and the Principle of Minimum Description Length
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