Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155343 | Statistics & Probability Letters | 2006 | 11 Pages |
Abstract
In this note we derive the rate of divergence of the penalty term for consistent model selection in the linear regression model under a general error structure.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Meng Zhao, K.B. Kulasekera,