2008
DOI: 10.3934/jimo.2008.4.757
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A selection problem for a constrained linear regression model

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“…In other words, the selected weights from -GIC are asymptotically optimal. Moreover, we highlight two new results which enrich the works of Lai and Xie [26]. One is that an estimate of variance is given and the estimate is proved to be consistent.…”
Section: Introductionsupporting
confidence: 52%
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“…In other words, the selected weights from -GIC are asymptotically optimal. Moreover, we highlight two new results which enrich the works of Lai and Xie [26]. One is that an estimate of variance is given and the estimate is proved to be consistent.…”
Section: Introductionsupporting
confidence: 52%
“…. , ∞, the model (4) becomes = which which has been discussed by Lai and Xie [26]. Particularly, if set 1 = ⋅ ⋅ ⋅ = = 1, 1,1 + ⋅ ⋅ ⋅ + ,1 = ⋅ ⋅ ⋅ = 1,∞ + ⋅ ⋅ ⋅ + ,∞ = −1, and 1 + ⋅ ⋅ ⋅ + = 1, the restricted equation (4) turns into (2).…”
Section: Model Set-up and Average Estimatormentioning
confidence: 91%
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