| Title:
|
Estimating the dimension of a linear model (English) |
| Author:
|
Anděl, Jiří |
| Author:
|
Perez, Manuel Garrido |
| Author:
|
Negrao, Antonio Insua |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
17 |
| Issue:
|
6 |
| Year:
|
1981 |
| Pages:
|
514-525 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62J05 |
| MSC:
|
65C05 |
| idZBL:
|
Zbl 0502.62064 |
| idMR:
|
MR674065 |
| . |
| Date available:
|
2009-09-24T17:24:37Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125642 |
| . |
| Reference:
|
[1] H. Akaike: Fitting autoregressive models for prediction.Ann. Inst. Statist. Math. 21 (1969), 243-247. Zbl 0202.17301, MR 0246476 |
| Reference:
|
[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. MR 0483125 |
| Reference:
|
[3] J. Anděl: Matematická statistika.SNTL, Praha 1978. |
| Reference:
|
[4] T. W. Anderson: The Statistical Analysis of Time Series.Wiiey, New York 1971. Zbl 0225.62108, MR 0283939 |
| Reference:
|
[5] E. J. Hannan B. G. Quinn: The determination of the order of an autoregression.J. Roy. Statist. Soc. B41 (1979), 190-195. MR 0547244 |
| Reference:
|
[6] C. L. Mallows: Some comments on $C_p$.Technometrics 15 (1973), 661 - 675. Zbl 0269.62061 |
| Reference:
|
[7] J. Rissanen: Modeling by shortest data description.Automatica 14 (1978), 465 - 471. Zbl 0418.93079 |
| Reference:
|
[8] G. Schwarz: Estimating the dimension of a model.Ann. Statist. 6 (1978), 461 - 464. Zbl 0379.62005, MR 0468014 |
| Reference:
|
[9] S. R. Searle: Linear Models.Wiley, New York 1971. Zbl 0218.62071, MR 0293792 |
| Reference:
|
[10] R. Shibata: Selection of the order of an autoregressive model by Akaike's information criterion.Biometrika 63 (1976), 117-126. Zbl 0358.62048, MR 0403130 |
| . |
