Laplace's method and BIC model selection for least absolute value criterion
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Publication:6101708
DOI10.1016/j.spl.2022.109764zbMath1524.62316MaRDI QIDQ6101708
Publication date: 20 June 2023
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Functional limit theorems; invariance principles (60F17)
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