[1] H. Akaike, Fitting autoregressive models for prediction, Annals of
the Institute of Statistical Mathematics 21 (1969), 243-247.
[2] H. Akaike, Information theory and an extension of the maximum
likelihood principle, In B. N. Petrov and F. Csaki (ed.), Second
international symposium on information theory, Akademia Kiado,
Budapest, (1973), 267-281.
[3] J. Chen and Z. Chen, Extended Bayesian information criteria for
model selection with large model spaces, Biometrika 95 (2008),
759-771.
[4] G. Diehr and D. R. Hoflin, Approximating the distribution of the
sample R2 in best subset regressions, Technometrics 16 (1974),
317-320.
[5] D. P. Foster and E. I. George, The risk inflation criterion for
multiple regression, Annals of Statistics 22 (1994), 1947-1975.
[6] E. I. George and D. P. Foster, Calibration and empirical Bayes
variable selection, Biometrika 87 (2000), 731-747.
[7] A. Khursheed and K. T. Wallenius, Distribution of a sum of order
statistics, Scandinavian Journal of Statistics 6 (1979), 123-126.
[8] Y. Kim, S. Kwon and H. Choi, Consistent model selection criteria
on high dimensions, Journal of Machine Learning Research 13 (1012),
1037-1057.
[9] S. Nadarajah, Explicit expressions for moments of order
statistics, Bulletin of the Institute of Mathematics, Academia Sinica
(New Series) 3 (2008), 433-444.
[10] R. Core Team, R: A Language and Environment for Statistical
Computing, R Foundation for Statistical Computing, Vienna, Austria,
2013.
[11] A. Rényi, On the theory of order statistics, Acta Math. Acad.
Science Hungar. 4 (1953), 191-231.
[12] E. Reschenhofer, On subset selection and beyond, Advances and
Applications of Statistics 4 (2004), 265-286.
[13] E. Reschenhofer, Discriminating between nonnested models, Far
East Journal of Theoretical Statistics 31 (2010), 117-133.
[14] E. Reschenhofer, Criteria for pairwise variable selection, SOP
Transactions on Statistics and Analysis 2 (2015).
[15] E. Reschenhofer, D. Preinerstorfer and L. Steinberger,
Non-monotonic penalizing for the number of structural breaks,
Computational Statistics 28 (2013), 2585-2598.
[16] E. Reschenhofer, M. Schilde, E. Oberecker, E. Payr, H. T.
Tandogan and L. M. Wakolbinger, Identifying the determinants of
foreign direct investment: A data-specific model selection approach,
Statistical Papers 53 (2012), 739-752.
[17] D. Rothman, Letter to the editor, Technometrics 10 (1968),
432.
[18] G. Schwarz, Estimating the dimension of a model, The Annals of
Statistics 6 (1978), 461-464.
[19] R. Tibshirani and K. Knight, The covariance inflation criterion
for adaptive model selection, Journal of the Royal Statistical Society
B (Statistical Methodology) 61 (1999), 529-546.
[20] H. Wang, B. Li and C. Leng, Shrinkage tuning parameter selection
with a diverging number of parameters, Journal of the Royal
Statistical Society B (Statistical Methodology) 71 (2009), 671-683.
[21] X. Zheng and W.-Y. Loh, A consistent selection criterion for
linear models with high-dimensional covariates, Statistica Sinica 7
(1997), 311-325.