Conditions for consistency of a log-likelihood-based information criterion in normal multivariate linear regression models under the violation of the normality assumption (Q2811388)
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scientific article; zbMATH DE number 6591925
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| English | Conditions for consistency of a log-likelihood-based information criterion in normal multivariate linear regression models under the violation of the normality assumption |
scientific article; zbMATH DE number 6591925 |
Statements
10 June 2016
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AIC
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assumption of normality
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bias-corrected AIC
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BIC
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consistent AIC
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high-dimensional asymptotic framework
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HQC
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large-sample asymptotic framework
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multivariate linear regression model
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nonnormality
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selection probability
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variable selection
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Conditions for consistency of a log-likelihood-based information criterion in normal multivariate linear regression models under the violation of the normality assumption (English)
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0.8271443843841553
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0.7889634966850281
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0.7830833196640015
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0.7733202576637268
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