A strongly consistent procedure for model selection in a regression problem
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Publication:3823008
DOI10.1093/biomet/76.2.369zbMath0669.62051MaRDI QIDQ3823008
Yuehua Wu, C. Radhakrishna Rao
Publication date: 1989
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/76.2.369
GIC; model selection; strong consistency; variable selection; AIC; BIC; small samples; multiple linear regression model; flexible penalty function
62J05: Linear regression; mixed models
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