MODEL SELECTION AND INFERENCE: FACTS AND FICTION

DOI10.1017/S0266466605050036zbMath1085.62004OpenAlexW2022943305MaRDI QIDQ5697622

Publication date: 18 October 2005

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466605050036

zbMATH Keywords

penalized least squares post-model-selection estimators shrinkage-type estimators

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01)

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