Penalized M-Estimation-Based Model Selection for Regression by Cross-Validation

DOI10.1142/9789812567765_0023zbMath1266.62047OpenAlexW2487208291MaRDI QIDQ5299733

Yuehua Wu

Publication date: 21 June 2013

Published in: Contemporary Multivariate Analysis and Design of Experiments (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789812567765_0023

zbMATH Keywords

strong consistencydata-oriented penalty

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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