Closed-form solutions are presented for function estimation using the orthogonal series method and various model selection criteria. While Akaike's (1974) AIC criterion does not lead to consistent estimates, a family of criteria that includes minimum description length operates within a logarithmic factor of the minimax rate in a range of Sobolev smoothness classes.
No takes yet. Share an insight, caveat, or question.
Pierre Moulin (2002) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: