Gaussian model selection with an unknown variance

DOI10.1214/07-AOS573zbMath1162.62051arXivmath/0701250MaRDI QIDQ1020973

Sylvie Huet, Christophe Giraud, Yannick Baraud

Publication date: 4 June 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701250

zbMATH Keywords

model selectionadaptive estimationvariable selectionAICBICFPEAMDLchange-points detectionpenalized criterion

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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