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Estimating the dimension of a linear model. (English) Zbl 0502.62064

MSC:
62J05 Linear regression; mixed models
65C05 Monte Carlo methods
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References:
[1] H. Akaike: Fitting autoregressive models for prediction. Ann. Inst. Statist. Math. 21 (1969), 243-247. · Zbl 0202.17301
[2] H. Akaike: Information theory and an extension of the maximum likelihood principle. Proc. 2nd Int. Symp. Information Theory, Supp. eo Problems of Control and Information Theory (1972), 267-281.
[3] J. Anděl: Matematická statistika. SNTL, Praha 1978.
[4] T. W. Anderson: The Statistical Analysis of Time Series. Wiiey, New York 1971. · Zbl 0225.62108
[5] E. J. Hannan B. G. Quinn: The determination of the order of an autoregression. J. Roy. Statist. Soc. B41 (1979), 190-195. · Zbl 0408.62076
[6] C. L. Mallows: Some comments on \(C_p\). Technometrics 15 (1973), 661 - 675. · Zbl 0269.62061
[7] J. Rissanen: Modeling by shortest data description. Automatica 14 (1978), 465 - 471. · Zbl 0418.93079
[8] G. Schwarz: Estimating the dimension of a model. Ann. Statist. 6 (1978), 461 - 464. · Zbl 0379.62005
[9] S. R. Searle: Linear Models. Wiley, New York 1971. · Zbl 0218.62071
[10] R. Shibata: Selection of the order of an autoregressive model by Akaike’s information criterion. Biometrika 63 (1976), 117-126. · Zbl 0358.62048
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