On the selection of regression variables

DOI10.1007/BF01666516zbMath0636.62070MaRDI QIDQ1098205

Lan Gu, Hong-Zhi An

Publication date: 1985

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

recursive procedurestrong consistencyAICBIC criterionselection of regression variables

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (5)

Fast stepwise procedures of selection of variables by using AIC and BIC criteria ⋮ Consistent multiple testing for change points ⋮ Admissible, consistent multiple testing with applications including variable selection ⋮ Penalized likelihood and multiple testing ⋮ Subset regression time series and its modeling procedures

Cites Work

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• Convergence systems and strong consistency of least squares estimates in regression models
• A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
• Estimating the dimension of a model
• Statistical predictor identification
• An optimal selection of regression variables
• Selection of the order of an autoregressive model by Akaike's information criterion

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