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

Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi, Jiang Hu

Type: Article

Publication Date: 2022-08-29

Citations: 8

DOI: https://doi.org/10.3150/21-bej1422

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+	Strong consistency of the information criterion for model selection in multivariate analysis	1988	Ryuei Nishii Zhidong Bai P. R. Krishnaiah
+ PDF Chat	Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure	2015	Yanming Li Bin Nan Ji Zhu
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	A criterion for variable selection in multiple discriminant analysis	1983	Yasunori Fujikoshi
+	Estimation of dimensionality in canonical correlation analysis	1979	Y. Fujikoshi LG Veitch
+	Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions	1987	Hamparsum Bozdogan
+	A review of recent variable selection methods in industrial and chemometrics applications	2014	Michel J. Anzanello Flávio Sanson Fogliatto
+	Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices	1995	Jack W. Silverstein Sang Il Choi
+	High-dimensional<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si48.gif" display="inline" overflow="scroll"><mml:mstyle mathvariant="normal"><mml:mi>AIC</mml:mi></mml:mstyle></mml:math>in the growth curve model	2013	Yasunori Fujikoshi Rie Enomoto Tetsuro Sakurai
+ PDF Chat	Variable Selection in Multivariate Linear Regression Models with Fewer Observations than the Dimension	2010	Mariko Yamamura Hirokazu Yanagihara Muni S. Srivastava