Consistent linear model selection

DOI10.1016/J.SPL.2005.08.020zbMATH Open1141.62333OpenAlexW2063824390MaRDI QIDQ2489823FDOQ2489823

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

• Estimating the dimension of a model
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Some Comments on C P
• Title not available (Why is that?)
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• Statistical predictor identification
• Title not available (Why is that?)
• Regression Model Selection—A Residual Likelihood Approach
• Title not available (Why is that?)
• A strongly consistent procedure for model selection in a regression problem

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

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