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Consistency of an Information Criterion for High-Dimensional Multivariate Regression (Paperback, 1st ed. 2017) Loot Price: R925
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Consistency of an Information Criterion for High-Dimensional Multivariate Regression (Paperback, 1st ed. 2017): Hirokazu...
Consistency of an Information Criterion for High-Dimensional Multivariate Regression (Paperback, 1st ed. 2017): Hirokazu...

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Consistency of an Information Criterion for High-Dimensional Multivariate Regression (Paperback, 1st ed. 2017)

Hirokazu Yanagihara

Series: SpringerBriefs in Statistics

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This is the first book on an evaluation of (weak) consistency of an information criterion for variable selection in high-dimensional multivariate linear regression models by using the high-dimensional asymptotic framework. It is an asymptotic framework such that the sample size n and the dimension of response variables vector p are approaching simultaneously under a condition that p/n goes to a constant included in [0,1).Most statistical textbooks evaluate consistency of an information criterion by using the large-sample asymptotic framework such that n goes to under the fixed p. The evaluation of consistency of an information criterion from the high-dimensional asymptotic framework provides new knowledge to us, e.g., Akaike's information criterion (AIC) sometimes becomes consistent under the high-dimensional asymptotic framework although it never has a consistency under the large-sample asymptotic framework; and Bayesian information criterion (BIC) sometimes becomes inconsistent under the high-dimensional asymptotic framework although it is always consistent under the large-sample asymptotic framework. The knowledge may help to choose an information criterion to be used for high-dimensional data analysis, which has been attracting the attention of many researchers.

General

Imprint: Springer Verlag,Japan
Country of origin: Japan
Series: SpringerBriefs in Statistics
Release date: August 2016
Authors: Hirokazu Yanagihara
Dimensions: 235 x 155mm (L x W)
Format: Paperback
Pages: 70
Edition: 1st ed. 2017
ISBN-13: 978-4-431-55774-6
Barcode: 9784431557746
Categories: Promotions
Books > Science & Mathematics > Mathematics > Probability & statistics
LSN: 4-431-55774-1

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