Further asymptotic properties of the generalized information criterion

被引：2

作者：

Xu, ChangJiang ^{[1
]}

McLeod, A. Ian ^{[1
]}

机构：

[1] Univ Western Ontario, Dept Stat & Actuarial Sci, London, ON N6A 5B7, Canada

来源：

ELECTRONIC JOURNAL OF STATISTICS | 2012年 / 6卷

基金：

加拿大自然科学与工程研究理事会;

关键词：

Variable selection; model selection; information criterion; consistency; VARIABLE SELECTION; REGRESSION; MODEL; SHRINKAGE; NUMBER;

D O I：

10.1214/12-EJS685

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Asymptotic properties of the generalized information criterion for model selection are examined and new conditions under which this criterion is overfitting, consistent, or underfitting are derived.

引用

页码：656 / 663

页数：8

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