Subset selection in linear regression using sequentially normalized least squares: asymptotic theory

DOI10.1111/SJOS.12181MaRDI QIDQ2815586zbMATH OpenOpenAlexWikidataFDO

Authors Jussi Määttä, Daniel F. Schmidt, Teemu Roos

Publication date 29 June 2016

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12181

zbMATH Keywords

asymptoticsconsistencylinear regressionminimum description length principlesubset selection

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Sequential estimation (62L12)

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Cites work

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Cited in

(2)

• Model selection by sequentially normalized least squares
• Minimum description length revisited

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