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Akaike's Information Criterion, <i>C</i><sub><i>p</i></sub> and Estimators of Loss for Elliptically Symmetric Distributions - MaRDI portal

Akaike's Information Criterion, <i>C</i><sub><i>p</i></sub> and Estimators of Loss for Elliptically Symmetric Distributions (Q4968610)

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scientific article; zbMATH DE number 7080885
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Akaike's Information Criterion, <i>C</i><sub><i>p</i></sub> and Estimators of Loss for Elliptically Symmetric Distributions
scientific article; zbMATH DE number 7080885

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    Akaike's Information Criterion, <i>C</i><sub><i>p</i></sub> and Estimators of Loss for Elliptically Symmetric Distributions (English)
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    16 July 2019
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    variable selection
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    loss estimation
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    unbiasedness
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    SURE
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    Stein identity
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    spherically and elliptically symmetric distributions
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