Further asymptotic properties of the generalized information criterion

ChangJiang Xu; A. Ian McLeod

doi:10.1214/12-EJS685

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Home > Journals > Electron. J. Statist. > Volume 6 > Article

2012 Further asymptotic properties of the generalized information criterion

ChangJiang Xu, A. Ian McLeod

Electron. J. Statist. 6: 656-663 (2012). DOI: 10.1214/12-EJS685

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Abstract

Asymptotic properties of the generalized information criterion for model selection are examined and new conditions under which this criterion is overfitting, consistent, or underfitting are derived.

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ChangJiang Xu. A. Ian McLeod. "Further asymptotic properties of the generalized information criterion." Electron. J. Statist. 6 656 - 663, 2012. https://doi.org/10.1214/12-EJS685

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Published: 2012

First available in Project Euclid: 18 April 2012

zbMATH: 1274.62070

MathSciNet: MR2988422

Digital Object Identifier: 10.1214/12-EJS685

Subjects:

Primary: 62J02

Secondary: 62J12

Keywords: consistency , information criterion , Model selection , Variable selection

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Electron. J. Statist.

Vol.6 • 2012

Institute of Mathematical Statistics and Bernoulli Society

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ChangJiang Xu, A. Ian McLeod "Further asymptotic properties of the generalized information criterion," Electronic Journal of Statistics, Electron. J. Statist. 6(none), 656-663, (2012)

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