Relative rates of convergence for efficient model selection criteria in linear regression
DOI10.1093/BIOMET/82.2.418zbMATH Open0828.62034OpenAlexW2027376937MaRDI QIDQ4842935FDOQ4842935
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
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nonparametric regressionAICbandwidth selectionAkaike information criterionnonparametric smoothingpolynomial regressionmean integrated squared errortrigonometric regressionsmooth regression functionrelative rate of convergencebest possible estimator
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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- Semiparametric regression under long-range dependent errors.
- On the convergence rate of model selection criteria
- Relative efficiency of LSE of over-fitted linear regression models
- On the convergence of rank-one multi-target linear regression
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- Applied regression analysis bibliography update 1994-97
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- Model selection rates of information based criteria
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