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Volumn 76, Issue 5, 2006, Pages 520-530

Consistent linear model selection

Author keywords

Design variables; Linear model; Squared error loss

Indexed keywords


EID: 32544461786     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.08.020     Document Type: Article
Times cited : (3)

References (11)
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    • Akaike, H.1
  • 3
    • 1542784498 scopus 로고    scopus 로고
    • Variable selection via nonconcave penalized likelihood and its oracle properties
    • J. Fan R. Li Variable selection via nonconcave penalized likelihood and its oracle properties J. Amer. Statist. Assoc. 96 2001 1348-1360
    • (2001) J. Amer. Statist. Assoc. , vol.96 , pp. 1348-1360
    • Fan, J.1    Li, R.2
  • 6
    • 0000070978 scopus 로고
    • A strongly consistent procedure for model selection in a regression problem
    • C.R. Rao Y. Wu A strongly consistent procedure for model selection in a regression problem Biometrika 76 1989 369-374
    • (1989) Biometrika , vol.76 , pp. 369-374
    • Rao, C.R.1    Wu, Y.2
  • 7
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • G. Schwarz Estimating the dimension of a model Ann. Statist. 6 1978 461-464
    • (1978) Ann. Statist. , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 8
    • 0642336882 scopus 로고    scopus 로고
    • An asymptotic theory for linear model selection
    • J. Shao An asymptotic theory for linear model selection Statist. Sinica 7 1997 221-264
    • (1997) Statist. Sinica , vol.7 , pp. 221-264
    • Shao, J.1
  • 9
    • 0036012998 scopus 로고    scopus 로고
    • Regression model selection-a residual likelihood approach
    • P. Shi C. Tsai Regression model selection-a residual likelihood approach J. Roy. Statist. Soc. Ser. B 64 2002 237-252
    • (2002) J. Roy. Statist. Soc. Ser. B , vol.64 , pp. 237-252
    • Shi, P.1    Tsai, C.2
  • 10
    • 0001609148 scopus 로고
    • Bounds for the moments of linear and quadratic forms in independent variables
    • P. Whittle Bounds for the moments of linear and quadratic forms in independent variables Theory Probab. Appl. 5 1960 302-305
    • (1960) Theory Probab. Appl. , vol.5 , pp. 302-305
    • Whittle, P.1
  • 11
    • 0031524613 scopus 로고    scopus 로고
    • A consistent variable selection criterion for linear models with high-dimensional covariates
    • X. Zheng W. Loh A consistent variable selection criterion for linear models with high-dimensional covariates Statist. Sinica 7 1997 311-325
    • (1997) Statist. Sinica , vol.7 , pp. 311-325
    • Zheng, X.1    Loh, W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.