Minimal penalties for Gaussian model selection

DOI10.1007/s00440-006-0011-8zbMath1112.62082OpenAlexW2167121755MaRDI QIDQ2369862

Publication date: 21 June 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-006-0011-8

zbMATH Keywords

model selection variable selection penalized least-squares Gaussian linear regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Applications of functional analysis in probability theory and statistics (46N30)

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