Consistent Variable Selection in Linear Models
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Publication:4836975
DOI10.2307/2291138zbMath0818.62060MaRDI QIDQ4836975
Publication date: 21 August 1995
Full work available at URL: https://doi.org/10.2307/2291138
consistency; penalty functions; Akaike information criterion; variable selection; AIC; goodness of fit; model complexity; sub-Gaussian distribution; t-statistics; Bayes information criterion; covariate discrimination; estimating linear model dimension
62J05: Linear regression; mixed models
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