Can one estimate the unconditional distribution of post-model-selection estimators ? /

Can one estimate the unconditional distribution of post-model-selection estimators ? /

Saved in:
Bibliographic Details
Main Author: Leeb, Hannes.
Other Authors: Potscher, Benedikt M.
Format: Article
Language:English
Subjects:
AIC
Akaike's information criterion
Consistency
Lower risk bound
Model selection
Model uncertainty
Post-model-selection estimator
Pre-test estimator
Selection of regressors
Thresholding
Uniform consistency
Tags: Add Tag
No Tags, Be the first to tag this record!
Institutions: Thư viện Trường Đại học Đà Lạt

Holdings details from

Similar Items