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An asymptotic theory for model selection inference in general semiparametric problems - MaRDI portal

An asymptotic theory for model selection inference in general semiparametric problems (Q5449350)

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scientific article; zbMATH DE number 5247303
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An asymptotic theory for model selection inference in general semiparametric problems
scientific article; zbMATH DE number 5247303

    Statements

    An asymptotic theory for model selection inference in general semiparametric problems (English)
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    11 March 2008
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    Akaike information criterion
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    Bayes information criterion
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    efficient semiparametric estimation
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    frequentist model averaging
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    model averaging
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    model selection
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    profile likelihood
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    semiparametric model
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    partial linear Gaussian model
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