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scientific article; zbMATH DE number 475222
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scientific article; zbMATH DE number 475222

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    19 May 1994
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    multiple regression
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    Red-criterion
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    linear model
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    stochastic regressors
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    new selection procedure
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    partition of the conditional expectation and the conditional variance
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    stepwise procedures
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    AIC
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    two stage-procedure
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    subset regression
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