Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.
type: Item
instance of: scholarly article
title: Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.
zbMATH Open document ID: 1105.62356
author: Alexander Goldenshluger
author: Eitan Greenshtein
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 1828998
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1015957473
OpenAlex ID: W1587154490
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DOI: 10.1214/AOS/1015957473
description: scientific article; zbMATH DE number 1828998