Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression (Q2676924)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression
scientific article

    Statements

    Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    28 September 2022
    0 references
    AIC
    0 references
    BIC
    0 references
    \(C_p\)
    0 references
    high-dimensional criteria
    0 references
    multi-response regression
    0 references
    strong consistency
    0 references
    variable selection
    0 references
    RMT
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references