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Teoriya Veroyatnostei i ee Primeneniya, 1992, Volume 37, Issue 1, Pages 105–112
(Mi tvp4131)
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This article is cited in 3 scientific papers (total in 3 papers)
Consistency of a Class of Information Criteria for Model Selection in Nonlinear Regression
D. Haughton University of Massachusetts Lowell
Abstract:
In this paper we prove the consistency in probability of a class of generalized BIC criteria for model selection in nonlinear regression, by using asymptotic results of Gallant. This extends a result obtained by Nishii for model selection in linear regression.
Citation:
D. Haughton, “Consistency of a Class of Information Criteria for Model Selection in Nonlinear Regression”, Teor. Veroyatnost. i Primenen., 37:1 (1992), 105–112; Theory Probab. Appl., 37:1 (1993), 47–53
Linking options:
https://www.mathnet.ru/eng/tvp4131 https://www.mathnet.ru/eng/tvp/v37/i1/p105
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Abstract page: | 174 | Full-text PDF : | 61 | First page: | 4 |
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