Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression (Q2676924)
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scientific article; zbMATH DE number 7594063
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| English | Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression |
scientific article; zbMATH DE number 7594063 |
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Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression (English)
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28 September 2022
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AIC
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BIC
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\(C_p\)
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high-dimensional criteria
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multi-response regression
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strong consistency
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variable selection
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RMT
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