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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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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