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