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Consistency of an Information Criterion for High-Dimensional Multivariate Regression

af Hirokazu Yanagihara

indgår i JSS Research Series in Statistics serien

indgår i SpringerBriefs in Statistics serien

Consistency of an Information Criterion for High-Dimensional Multivariate Regression af Hirokazu Yanagihara
Bag om Consistency of an Information Criterion for High-Dimensional Multivariate Regression

The evaluation of consistency of an information criterion from the high-dimensional asymptotic framework provides new knowledge to us, e.g., Akaike's information criterion (AIC) sometimes becomes consistent under the high-dimensional asymptotic framework although it never has a consistency under the large-sample asymptotic framework;

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9784431557746
  • Indbinding:
  • Paperback
  • Sideantal:
  • 60
  • Udgivet:
  • 1. januar 1900
  • Udgave:
  • 12024
  • Størrelse:
  • 155x235x0 mm.
  • Ukendt - mangler pt..

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The evaluation of consistency of an information criterion from the high-dimensional asymptotic framework provides new knowledge to us, e.g., Akaike's information criterion (AIC) sometimes becomes consistent under the high-dimensional asymptotic framework although it never has a consistency under the large-sample asymptotic framework;

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