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Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression - MaRDI portal

Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression (Q391928)

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scientific article; zbMATH DE number 6244574
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English
Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression
scientific article; zbMATH DE number 6244574

    Statements

    Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression (English)
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    13 January 2014
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    AIC
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    \(C_p\)
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    consistency property
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    high-dimensional criteria
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    modified criteria
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    multivariate linear regression
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