Convergence rates of the generalized information criterion
From MaRDI portal
Publication:4222479
DOI10.1080/10485259808832743zbMath0919.62067OpenAlexW2044804458MaRDI QIDQ4222479
Publication date: 7 December 1998
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259808832743
GICmodel selectionvariable selectiongeneralized information criterionnon-normal errorsnon-parametric family
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
Related Items
Cites Work
- Asymptotic properties of criteria for selection of variables in multiple regression
- Estimating the dimension of a model
- Model selection under nonstationarity: Autoregressive models and stochastic linear regression models
- A strongly consistent procedure for model selection in a regression problem
- An optimal selection of regression variables
- On the convergence rate of model selection criteria
- Consistent Variable Selection in Linear Models
- Linear Model Selection by Cross-Validation
- Some Comments on C P