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

共 50 条

[31] FURTHER ANALYSIS OF DATA BY AKAIKES INFORMATION CRITERION AND FINITE CORRECTIONS
SUGIURA, N
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1978, 7 (01): : 13 - 26
[32] Further Results on the Asymptotic Analysis of Digital Communications in Generalized Fading Channels
Adebola, Eyidayo
Annamalai, Annamalai
2014 IEEE ASIA PACIFIC CONFERENCE ON WIRELESS AND MOBILE, 2014, : 23 - 29
[33] Asymptotic Behavior, Regularity Criterion and Global Existence for the Generalized Navier–Stokes Equations
Zaihong Jiang
Mingxuan Zhu
Bulletin of the Malaysian Mathematical Sciences Society, 2019, 42 : 1085 - 1100
[34] The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion
Kapetanios, G
ECONOMETRIC THEORY, 2004, 20 (04) : 735 - 742
[35] Asymptotic Properties of Generalized Feynman–Kac Functionals
Masayoshi Takeda
Potential Analysis, 1998, 9 : 261 - 291
[36] ASYMPTOTIC PROPERTIES OF RESONANCE FUNCTIONS AND GENERALIZED EIGENFUNCTIONS
BALSLEV, E
SCHRODINGER OPERATORS /, 1989, 345 : 43 - 64
[37] SOME ASYMPTOTIC PROPERTIES OF GENERALIZED FIBONACCI NUMBERS
SHANNON, AG
FIBONACCI QUARTERLY, 1984, 22 (03): : 239 - 243
[38] Generalized Deduplication: Bounds, Convergence, and Asymptotic Properties
Vestergaard, Rasmus
Zhang, Qi
Lucani, Daniel E.
2019 IEEE GLOBAL COMMUNICATIONS CONFERENCE (GLOBECOM), 2019,
[39] GENERALIZED QUADRATIC WEIGHTS FOR ASYMPTOTIC REGULATOR PROPERTIES
STEIN, G
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1979, 24 (04) : 559 - 566
[40] GENERALIZED INVERSES AND ASYMPTOTIC PROPERTIES OF WALD TESTS
VUONG, QH
ECONOMICS LETTERS, 1987, 24 (04) : 343 - 347

← 1 2 3 4 5 →