Consistency of an Information Criterion for High-Dimensional Multivariate Regression

Author : Hirokazu Yanagihara

Paperback

Published : Monday 1 January 1900

ISBN : 9784431557746

Price : €52.64

Description

The evaluation of consistency of an information criterion from the high-dimensional asymptotic framework provides new knowledge to us, e.g., Akaike's information criterion (AIC) sometimes becomes consistent under the high-dimensional asymptotic framework although it never has a consistency under the large-sample asymptotic framework;

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