A validated information criterion to determine the structural dimension in dimension reduction models (Q5258432)

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scientific article; zbMATH DE number 6450875
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A validated information criterion to determine the structural dimension in dimension reduction models
scientific article; zbMATH DE number 6450875

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    A validated information criterion to determine the structural dimension in dimension reduction models (English)
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    26 June 2015
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    dimension reduction
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    estimating equation
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    information criterion
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    linearity condition
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    model selection
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    penalization
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    structural dimension
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