Econometrica Vol. 51 No. 2 1983
Consistent Estimation of Minimal Subset Dimension
Abstract
For a general paramnetric model we consider the problem of consistently estimating that permissible subset of the parameter space that contains the true parameter point and has smallest dimension. The subset selection is done by means of a model selection criterion of
- DOI
- 10.2307/1911995
- Volume
- 51
- Issue
- 2
- Pages
- 367
- Sources
- bibtex:phds-export.bib crossref openalex