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Volumn 9, Issue 3, 1998, Pages 217-225

Convergence rates of the generalized information criterion

Author keywords

Model selection; Non normal errors; Non parametric family; Variable selection

Indexed keywords


EID: 0346885848     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485259808832743     Document Type: Article
Times cited : (6)

References (10)
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    • Nishii, R.1
  • 3
    • 0001225061 scopus 로고
    • Model selection under nonstationary: Autoregressive models and stochastic linear regression models
    • Pötscher, B. M. (1989) Model selection under nonstationary: Autoregressive models and stochastic linear regression models. Ann. Statist., 17, 1257-1274.
    • (1989) Ann. Statist. , vol.17 , pp. 1257-1274
    • Pötscher, B.M.1
  • 4
    • 0000070978 scopus 로고
    • A strongly consistent procedure for model selection in a regression problem
    • Rao, C. R. and Wu, Y. (1989) A strongly consistent procedure for model selection in a regression problem. Biometrika, 76, 369-374.
    • (1989) Biometrika , vol.76 , pp. 369-374
    • Rao, C.R.1    Wu, Y.2
  • 5
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwarz, G. (1978) Estimating the dimension of a model. Ann. Statist., 6, 461-464.
    • (1978) Ann. Statist. , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 6
    • 21144474350 scopus 로고
    • Linear model selection by cross-validation
    • Shao, J. (1993) Linear model selection by cross-validation. J. Amer. Statist. Assoc., 88, 486-494.
    • (1993) J. Amer. Statist. Assoc. , vol.88 , pp. 486-494
    • Shao, J.1
  • 7
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    • An optimal selection of regression variables
    • Shibata, R. (1981) An optimal selection of regression variables. Biometrika, 68, 45-54.
    • (1981) Biometrika , vol.68 , pp. 45-54
    • Shibata, R.1
  • 8
    • 0001609148 scopus 로고
    • Bounds for the moments of linear and quadratic forms in independent variables
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    • Whittle, P.1
  • 9
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    • On the convergence rate of model selection criteria
    • Zhang, P. (1993) On the convergence rate of model selection criteria. Comm. Statist. A, 22, 2765-2775.
    • (1993) Comm. Statist. A , vol.22 , pp. 2765-2775
    • Zhang, P.1
  • 10
    • 21844516868 scopus 로고
    • Consistent variable selection in linear models
    • Zheng, X. and Loh, W.-Y. (1995) Consistent variable selection in linear models. J. Amer. Statist. Assoc., 90, 151-156.
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 151-156
    • Zheng, X.1    Loh, W.-Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.