高维回归中AIC、BIC和Cp模型选择规则的渐近性

IF 1.5 2区数学 Q2 STATISTICS & PROBABILITY

Bernoulli Pub Date : 2022-11-01 DOI:10.3150/21-bej1422

Z. Bai, K. P. Choi, Y. Fujikoshi, Jiang Hu

引用次数: 5

摘要

ZHIDONG BAI1，*，KWOK PUI CHOI2，YASUNORI FUJIKOSHI3和姜虎1，†1中国东北师范大学数学与统计学院。电子邮件：*baizd@nenu.edu.cn；†huj156@nenu.edu.cn2新加坡国立大学统计与应用概率系。电子邮件：stackp@nus.edu.sg3日本广岛大学科学研究生院数学系。电子邮箱：fujikoshi y@yahoo.co.jp

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Asymptotics of AIC, BIC and Cp model selection rules in high-dimensional regression

ZHIDONG BAI1,*, KWOK PUI CHOI2, YASUNORI FUJIKOSHI3 and JIANG HU 1,† 1KLASMOE and School of Mathematics & Statistics, Northeast Normal University, China. E-mail: *baizd@nenu.edu.cn; †huj156@nenu.edu.cn 2Department of Statistics and Applied Probability, National University of Singapore, Singapore. E-mail: stackp@nus.edu.sg 3Department of Mathematics, Graduate School of Science, Hiroshima University, Japan. E-mail: fujikoshi y@yahoo.co.jp

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来源期刊

Bernoulli 数学-统计学与概率论

CiteScore

3.40

自引率

0.00%

发文量

116

审稿时长

6-12 weeks

期刊介绍： BERNOULLI is the journal of the Bernoulli Society for Mathematical Statistics and Probability, issued four times per year. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work. BERNOULLI will publish: Papers containing original and significant research contributions: with background, mathematical derivation and discussion of the results in suitable detail and, where appropriate, with discussion of interesting applications in relation to the methodology proposed. Papers of the following two types will also be considered for publication, provided they are judged to enhance the dissemination of research: Review papers which provide an integrated critical survey of some area of probability and statistics and discuss important recent developments. Scholarly written papers on some historical significant aspect of statistics and probability.