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

DOI10.1016/J.JSPI.2004.09.003MaRDI QIDQ2581671zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Model selectionOrthogonal regressionComponent-wise shrinkage

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3635352 (Why is no real title available?)
• scientific article; zbMATH DE number 3401890 (Why is no real title available?)
• AN AIC TYPE ESTIMATOR FOR THE NUMBER OF COSINUSOIDS
• An iterated logarithm law for the maximum in a stationary gaussian sequence
• DETERMINING THE NUMBER OF TERMS IN A TRIGONOMETRIC REGRESSION
• ESTIMATING THE NUMBER OF TERMS IN A SINUSOIDAL REGRESSION
• Process data de-noising using wavelet transform
• The maximum of the periodogram

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