Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression
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Publication:2676924
DOI10.3150/21-BEJ1422OpenAlexW4293490310MaRDI QIDQ2676924
Jiang Hu, Yasunori Fujikoshi, Zhi-Dong Bai, Kwok Pui Choi
Publication date: 28 September 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-28/issue-4/Asymptotics-of-AIC-BIC-and-Cp-model-selection-rules-in/10.3150/21-BEJ1422.full
strong consistencyvariable selectionAICBIC\(C_p\)high-dimensional criteriaRMTmulti-response regression
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