IDEAS home Printed from https://ideas.repec.org/p/wop/humbse/9207.html
   My bibliography  Save this paper

Consistency properties of model selection criteria in multiple linear regression

Author

Listed:
  • Marlene MUELLER

Abstract

No abstract is available for this item.

Suggested Citation

  • Marlene MUELLER, "undated". "Consistency properties of model selection criteria in multiple linear regression," Statistic und Oekonometrie 9207, Humboldt Universitaet Berlin.
    • Handle: RePEc:wop:humbse:9207
    as

    Download full text from publisher

    File URL: ftp://amadeus.wiwi.hu-berlin.de/pub/papers/ise/dp9207.ps.Z
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Gui-Jing, Chen & Lai, T. L. & Wei, C. Z., 1981. "Convergence systems and strong consistency of least squares estimates in regression models," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 319-333, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Nicolas Molinari & Chistophe Bonaldi & Jean-Pierre Daurés, 2001. "Multiple Temporal Cluster Detection," Biometrics, The International Biometric Society, vol. 57(2), pages 577-583, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wenzhi Yang & Haiyun Xu & Ling Chen & Shuhe Hu, 2018. "Complete consistency of estimators for regression models based on extended negatively dependent errors," Statistical Papers, Springer, vol. 59(2), pages 449-465, June.
    2. Wu, Tiee-Jian & Wasan, M. T., 1996. "Weighted least squares estimates in linear regression models for processes with uncorrelated increments," Stochastic Processes and their Applications, Elsevier, vol. 64(2), pages 273-286, November.
    3. Aiting Shen & Yu Zhang & Benqiong Xiao & Andrei Volodin, 2017. "Moment inequalities for m-negatively associated random variables and their applications," Statistical Papers, Springer, vol. 58(3), pages 911-928, September.
    4. Ching-Kang Ing & Ching-Zong Wei, 2005. "A maximal moment inequality for long range dependent time series with applications to estimation and model selection," Econometrics 0508009, University Library of Munich, Germany.
    5. Lita da Silva, João, 2014. "Some strong consistency results in stochastic regression," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 220-226.
    6. Bai, Z. D. & Guo, Meihui, 1999. "A paradox in least-squares estimation of linear regression models," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 167-174, April.
    7. Dzhaparidze, K. & Spreij, P., 1989. "On SLLN for martingales with deterministic variation," Serie Research Memoranda 0079, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wop:humbse:9207. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thomas Krichel (email available below). General contact details of provider: https://edirc.repec.org/data/ishubde.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.