Consistent model selection based on parameter estimates.

DOI10.1016/S0378-3758(03)00112-5zbMath1036.62016OpenAlexW2031875962MaRDI QIDQ1427514

Xiangyang Liu, Wenxin Jiang

Publication date: 14 March 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(03)00112-5

zbMATH Keywords

Graphical modelsWald statisticModel selectionPartial likelihoodAsymptotically normal estimatorsEstimating equations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Parametric inference (62F99)

Related Items (4)

Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations ⋮ Bayesian model selection based on parameter estimates from subsamples ⋮ Automatic grouping using smooth-threshold estimating equations ⋮ Consistent variable selection in high dimensional regression via multiple testing

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