Asymptotic properties of criteria for selection of variables in multiple regression

DOI10.1214/aos/1176346522zbMath0544.62063OpenAlexW1983351268MaRDI QIDQ796940

Ryuei Nishii

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346522

zbMATH Keywords

AICBICinformation criteriaPSSFPEasymptotic quadratic riskCpmodel selection rulesnormal linear regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10)

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