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Least squares estimation with complexity penalties - MaRDI portal

Least squares estimation with complexity penalties (Q1856454)

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scientific article; zbMATH DE number 1865770
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English
Least squares estimation with complexity penalties
scientific article; zbMATH DE number 1865770

    Statements

    Least squares estimation with complexity penalties (English)
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    10 February 2003
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    entropy
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    model selection
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    penalized least squares
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    Identifiers