On the convergence rate of model selection criteria (Q4275842): Difference between revisions

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Revision as of 22:44, 19 March 2024

scientific article; zbMATH DE number 487319
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English
On the convergence rate of model selection criteria
scientific article; zbMATH DE number 487319

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    On the convergence rate of model selection criteria (English)
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    26 April 1994
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    consistent criteria
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    Edgeworth expansion
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    model selection criteria
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    convergence rates
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    AIC
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    BIC
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    normally distributed errors
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    nearly optimal convergence rate
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    inconsistent criteria
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