A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large |
scientific article |
Statements
A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (English)
0 references
2 June 2015
0 references
AIC
0 references
bias-corrected AIC
0 references
BIC
0 references
consistent AIC
0 references
high-dimensional asymptotic framework
0 references
multivariate linear model
0 references
selection probability
0 references
variable selection
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
