Consistent Variable Selection in Linear Models (Q4836975)
From MaRDI portal
scientific article; zbMATH DE number 766660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent Variable Selection in Linear Models |
scientific article; zbMATH DE number 766660 |
Statements
21 August 1995
0 references
t-statistics
0 references
covariate discrimination
0 references
goodness of fit
0 references
model complexity
0 references
sub-Gaussian distribution
0 references
estimating linear model dimension
0 references
variable selection
0 references
Akaike information criterion
0 references
Bayes information criterion
0 references
penalty functions
0 references
consistency
0 references
AIC
0 references
Consistent Variable Selection in Linear Models (English)
0 references
