Relative rates of convergence for efficient model selection criteria in linear regression

DOI10.1093/BIOMET/82.2.418MaRDI QIDQ4842935zbMATH OpenOpenAlexFDO

Authors Clifford Hurvich, Chih-Ling Tsai

Publication date 16 January 1996

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/82.2.418

zbMATH Keywords

nonparametric regressionAICbandwidth selectionAkaike information criterionnonparametric smoothingpolynomial regressionmean integrated squared errortrigonometric regressionsmooth regression functionrelative rate of convergencebest possible estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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• On the convergence rate of model selection criteria
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• On the convergence of rank-one multi-target linear regression
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• Adaptive parametric test in a semiparametric regression model
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