Consistent linear model selection

DOI10.1016/J.SPL.2005.08.020MaRDI QIDQ2489823zbMATH OpenOpenAlexFDO

Authors Meng Zhao, K. B. Kulasekera

Publication date 28 April 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.08.020

zbMATH Keywords

Design variablesSquared error loss

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cites work

• A strongly consistent procedure for model selection in a regression problem
• Estimating the dimension of a model
• scientific article; zbMATH DE number 3165002 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 1306459 (Why is no real title available?)
• scientific article; zbMATH DE number 1034037 (Why is no real title available?)
• scientific article; zbMATH DE number 1034040 (Why is no real title available?)
• Regression Model Selection—A Residual Likelihood Approach
• Some Comments on C P
• Statistical predictor identification
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(3)

• Consistent model selection based on parameter estimates.
• Shrinkage tuning parameter selection with a diverging number of parameters
• Consistent model selection in segmented line regression

This page was built for publication: Consistent linear model selection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2489823)