Asymptotic properties of model selection procedures in linear regression
نویسندگان
چکیده
منابع مشابه
Consistency Properties of Model Selection Criteria in Multiple Linear Regression
This paper concerns the asymptotic properties of a class of criteria for model selection in linear regression models, which covers the most well known criteria as e.g. MALLOWS' Cp, CV (cross-validation), GCV ( generalized cross-validation), AKAIKE's AIC and FPE as well as SCHWARZ' BIC. These criteria are shown to be consistent in the sense of selecting the true or larger models, assuming i.i.d....
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ژورنال
عنوان ژورنال: Statistics
سال: 2006
ISSN: 0233-1888,1029-4910
DOI: 10.1080/02331880500366050a