We propose a consistent criterion for model order selection in the model identification phase of time series and regression, based on a weighted average of an asymptotically efficient selection criterion, AICC (bias-corrected Akaike information criterion) and a consistent selection criterion, BIC (A
โฆ LIBER โฆ
Weighted empiricals and the product-limit estimator in the multiplicative hazard and time transfer regression model
โ Scribed by Song Yang
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 400 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0167-7152
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## Abstract A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated ho