Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection (Q2455735)

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Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
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    Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection (English)
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    26 October 2007
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    Akaike information criterion
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    decision theory
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    error variance
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    information criterion
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    James-Stein estimator
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    Kullback-Leibler information
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    model selection
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    regression coefficients
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    risk function
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    truncated procedure
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    uniform domination
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