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

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

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Bibliografske podrobnosti
Glavni avtor:	Leeb, Hannes.
Drugi avtorji:	Potscher, Benedikt M.
Format:	Bài viết
Jezik:	English
Teme:	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
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Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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