Efficient and adaptive post-model-selection estimators

Journal of Statistical Planning and Inference

Volumn 79, Issue 1, 1999, Pages 1-9

  Buhlmann P ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

62M10; AR model; Context algorithm; Discrete nuisance parameter; Information criterion; Local asymptotic normality; Markov chain; Parametric model; Primary 62F12; Secondary 62M05; Semiparametric model; Super efficiency

Indexed keywords

EID: 0041837835     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(98)00236-5     Document Type: Article

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