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

MaRDI QIDQ5744560zbMATH OpenFDO

Authors Rie Enomoto, Tetsuro Sakurai, Yasunori Fujikoshi

Publication date 18 February 2016

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)

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(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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