文章基本信息

标题：Model selection rates of information based criteria
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作者：Ashok Chaurasia ; Ofer Harel
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2013
卷号：7
页码：2762-2793
DOI：10.1214/13-EJS861
语种：English
出版社：Institute of Mathematical Statistics
摘要：Model selection criteria proposed over the years have become common procedures in applied research. This article examines the true model selection rates of any model selection criteria; with true model meaning the data generating model. The rate at which model selection criteria select the true model is important because the decision of model selection criteria affects both interpretation and prediction.