Asymptotic mean efficiency of a selection of regression variables

DOI10.1007/BF02480998zbMath0563.62043OpenAlexW1965873257MaRDI QIDQ1057602

Ritei Shibata

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02480998

zbMATH Keywords

AIC procedureC sub(p) procedureFPE proceduremean efficiencyselection of regression variables

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10)

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