Estimation in a linear regression model under the Kullback–Leibler loss and its application to model selection

Tatsuya Kubokawa، نويسنده , , Hisayuki Tsukuma، نويسنده ,

روزنامه با شماره پیاپی سال 2007

22

2487

2508

Uniformdomination , Decision theory , Information criterion , Estimation , James–Stein estimator , Kullback–Leibler information , Linear regression model , Model selection , Regression coefficients , risk function , Error variance , Akaike information criterion , Truncated procedure

Journal of Statistical Planning and Inference

2007

Journal of Statistical Planning and Inference

220481