Model selection with data-oriented penalty

Journal of Statistical Planning and Inference

Volumn 77, Issue 1, 1999, Pages 103-117

  Bai, Z D ^b   Rao, C R ^a   Wu, Y ^b  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b NONE

Author keywords

62F10; 62J05; AIC; GIC; Linear regression; Model selection; Variables selection

Indexed keywords

EID: 0007121376     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(98)00168-2     Document Type: Article

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