On a class of model selection procedures
From MaRDI portal
DOI10.1080/03610928908830091zbMATH Open0696.62269OpenAlexW2155603086MaRDI QIDQ3474052FDOQ3474052
Authors: Yuehua Wu 
Publication date: 1989
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908830091
Recommendations
- scientific article; zbMATH DE number 1180486
- A strongly consistent procedure for model selection in a regression problem
- A strongly consistent information criterion for linear model selection based on \(M\)-estimation
- Relation for joint densities of progressively censored order statistics
- scientific article; zbMATH DE number 1034037
Cites Work
- Estimating the dimension of a model
- On detection of the number of signals when the noise covariance matrix is arbitrary
- On detection of the number of signals in presence of white noise
- On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed
Cited In (15)
- Title not available (Why is that?)
- A strongly consistent procedure for model selection in a regression problem
- Title not available (Why is that?)
- On the convergence rate of model selection criteria
- Title not available (Why is that?)
- Model Estimation and Classification Via Model Structure Determination
- Model Selection and Shrinkage: An Overview
- Classification model selection via bilevel programming
- Fourier methods for model selection
- Classical Model Selection via Simulated Annealing
- Special issue on model selection
- Model selection: some generalized distributions
- Title not available (Why is that?)
- On Strong Consistency of Model Selection in Classification
- Study of a simple method and its consistency for selecting regression models in fixed and random designs
This page was built for publication: On a class of model selection procedures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3474052)
