Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory

DOI10.1111/sjos.12181zbMath1384.62239OpenAlexW1946724566WikidataQ58935715 ScholiaQ58935715MaRDI QIDQ2815586

Teemu Roos, Jussi Määttä, Daniel F. Schmidt

Publication date: 29 June 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12181

zbMATH Keywords

consistencyasymptoticssubset selectionlinear regressionminimum description length principle

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Sequential estimation (62L12)

Related Items (1)

Minimum description length revisited

Cites Work

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• SOME THEOREMS IN LEAST SQUARES
• A new look at the statistical model identification

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