Consistent linear model selection

DOI10.1016/j.spl.2005.08.020zbMath1141.62333OpenAlexW2063824390MaRDI QIDQ2489823

Meng Zhao, K. B. Kulasekera

Publication date: 28 April 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.08.020

zbMATH Keywords

Design variablesSquared error loss

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (1)

Shrinkage Tuning Parameter Selection with a Diverging number of Parameters

Cites Work

• Estimating the dimension of a model
• Statistical predictor identification
• A strongly consistent procedure for model selection in a regression problem
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Regression Model Selection—A Residual Likelihood Approach
• Some Comments on C P
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