On regression model selection for the data with correlated errors

Wen Wei ()

Annals of the Institute of Statistical Mathematics, 2009, vol. 61, issue 2, 308 pages

Keywords: Generalized cross-validation; Model selection; Nonparametric regression; Penalized likelihood; Smoothing splines (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10463-007-0145-1

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