Estimating the dimension of a linear model

Jiří Anděl; Manuel Garrido Perez; Antonio Insua Negrao

Kybernetika (1981)

  • Volume: 17, Issue: 6, page 514-525
  • ISSN: 0023-5954

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Anděl, Jiří, Perez, Manuel Garrido, and Negrao, Antonio Insua. "Estimating the dimension of a linear model." Kybernetika 17.6 (1981): 514-525. <http://eudml.org/doc/28796>.

@article{Anděl1981,
author = {Anděl, Jiří, Perez, Manuel Garrido, Negrao, Antonio Insua},
journal = {Kybernetika},
keywords = {consistent estimation of order of linear model; simulation of polynomial regression; Bonferroni inequality},
language = {eng},
number = {6},
pages = {514-525},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Estimating the dimension of a linear model},
url = {http://eudml.org/doc/28796},
volume = {17},
year = {1981},
}

TY - JOUR
AU - Anděl, Jiří
AU - Perez, Manuel Garrido
AU - Negrao, Antonio Insua
TI - Estimating the dimension of a linear model
JO - Kybernetika
PY - 1981
PB - Institute of Information Theory and Automation AS CR
VL - 17
IS - 6
SP - 514
EP - 525
LA - eng
KW - consistent estimation of order of linear model; simulation of polynomial regression; Bonferroni inequality
UR - http://eudml.org/doc/28796
ER -

References

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  1. H. Akaike, Fitting autoregressive models for prediction, Ann. Inst. Statist. Math. 21 (1969), 243-247. (1969) Zbl0202.17301MR0246476
  2. H. Akaike, Information theory and an extension of the maximum likelihood principle, Proc. 2nd Int. Symp. Information Theory, Supp. еo Problems of Control and Information Theory (1972), 267-281. (1972) MR0483125
  3. J. Anděl, Matematická statistika, SNTL, Praha 1978. (1978) 
  4. T. W. Anderson, The Statistical Analysis of Time Series, Wiiey, New York 1971. (1971) Zbl0225.62108MR0283939
  5. E. J. Hannan B. G. Quinn, The determination of the order of an autoregression, J. Roy. Statist. Soc. B41 (1979), 190-195. (1979) MR0547244
  6. C. L. Mallows, Some comments on C p , Technometrics 15 (1973), 661 - 675. (1973) Zbl0269.62061
  7. J. Rissanen, Modeling by shortest data description, Automatica 14 (1978), 465 - 471. (1978) Zbl0418.93079
  8. G. Schwarz, Estimating the dimension of a model, Ann. Statist. 6 (1978), 461 - 464. (1978) Zbl0379.62005MR0468014
  9. S. R. Searle, Linear Models, Wiley, New York 1971. (1971) Zbl0218.62071MR0293792
  10. R. Shibata, Selection of the order of an autoregressive model by Akaike's information criterion, Biometrika 63 (1976), 117-126. (1976) Zbl0358.62048MR0403130

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