A consistent variable selection criterion for linear models with high-dimensional covariates

Statistica Sinica

Volumn 7, Issue 2, 1997, Pages 311-325

  Zheng, Xiaodong ^a   Loh, Wei Yin ^b,c  

^a UTAH STATE UNIVERSITY   (United States)

^b UNIVERSITY OF WISCONSIN   (United States)

^c University of Wisconsin Madison   (United States)

Author keywords

Autoregressive processes; Random covariates; t statistic

Indexed keywords

EID: 0031524613     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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