Gaussian model selection with an unknown variance

Annals of Statistics

Volumn 37, Issue 2, 2009, Pages 630-672

  Baraud, Yannick ^a,c   Giraud, Christophe ^a,c   Huet, Sylvie ^b,d  

^a UNIVERSITÉ CÔTE D'AZUR   (France)

^b Réseau National Cancer Recherche   (France)

^c UNIVERSITÉ DE NICE SOPHIA ANTIPOLIS   (France)

^d CEMAGREF   (France)

Author keywords

Adaptive estimation; AIC; AMDL; BIC; Change points detection; FPE; Model selection; Penalized criterion; Variable selection

Indexed keywords

EID: 65349098884     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS573     Document Type: Article

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