Consistent linear model selection
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References listed on IDEAS
- Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
- Peide Shi & Chih‐Ling Tsai, 2002. "Regression model selection—a residual likelihood approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(2), pages 237-252, May.
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Keywords
Design variables Linear model Squared error loss;Statistics
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