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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Conditions for Consistency of a Log-Likelihood-Based Information Criterion in Normal Multivariate Linear Regression Models under the Violation of the Normality Assumption
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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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    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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