Consistency properties of AIC, BIC, Cp and their modifications in the growth curve model under a large-(q, n) framework

zbMATH Open1333.62150MaRDI QIDQ5744560FDOQ5744560

Authors: Rie Enomoto, Tetsuro Sakurai, Yasunori Fujikoshi 

Publication date: 18 February 2016

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zbMATH Keywords

BICAICsimulation studyconsistency propertygrowth curve modelCplarge (\(q, n\)) asymptotic framework

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12)

Cited In (3)

• High-dimensional AIC in the growth curve model
• Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression
• Consistency of AIC and its modification in the growth curve model under a large-\((q,n)\) framework

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