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Consistent linear model selection. (English) Zbl 1141.62333
Summary: We derive the rate of divergence of the penalty term for consistent model selection in linear regression models under a general error structure.

##### MSC:
 62J05 Linear regression; mixed models 62F12 Asymptotic properties of parametric estimators
##### Keywords:
Design variables; Squared error loss
Full Text:
##### References:
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