A consistent model selection for orthogonal regression under component-wise shrinkage

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Bibliographic Details
Published in:	Journal of statistical planning and inference Vol. 136; no. 3; pp. 1181 - 1195
Main Author:	HAGIWARA, Katsuyuki
Format:	Journal Article
Language:	English
Published:	New York,NY Elsevier Science 2005 Amsterdam Lausanne
Subjects:	Exact sciences and technology Linear inference, regression Mathematics Probability and statistics Sciences and techniques of general use Statistics Statistical method primary 62J02 Regression model Model selection Shrinkage estimator Harmonic analysis Selection criterion secondary 62J07 Orthogonal regression Statistical decision Component-wise shrinkage
Online Access:	Get full text
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ISSN:	0378-3758 1873-1171