Czech digital mathematics library · 1981 · 15 citations · 0 references
Open access
BusinessBiostatisticsStatistical ModelingDimensionality AssessmentDimensionality ReductionEstimation TheoryMaximum Likelihood EstimationModel FittingParameter EstimationEstimation Of Regression ModelsLinear ModelsModel-based Estimation
A method for consistent estimation of the order of a linear model is derived in the paper.The procedure is analogous to modern criteria which are used in time series analysis.Some results of a simulation of polynomial regression are presented.