A consistent model selection for orthogonal regression under component-wise shrinkage

DOI10.1016/J.JSPI.2004.09.003zbMATH Open1077.62054OpenAlexW1989884036MaRDI QIDQ2581671FDOQ2581671

Authors: Katsuyuki Hagiwara 

Publication date: 10 January 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.09.003

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zbMATH Keywords

Model selectionOrthogonal regressionComponent-wise shrinkage

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• The maximum of the periodogram
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• ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION
• AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS
• DETERMINING THE NUMBER OF TERMS IN A TRIGONOMETRIC REGRESSION
• Process data de-noising using wavelet transform

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