On the asymptotic behavior of Akaike's BIC

Erhard Reschenhofer

Statistics & Probability Letters, 1996, vol. 27, issue 2, 171-175

Abstract: It is shown that in the linear normal regression model asymptotically the expected value of the penalty term implied by the Akaike-BIC can, under certain circumstances, be smaller than that implied by the AIC. Consequences for consistency are discussed.

Keywords: AIC; Model; selection; Penalty; term (search for similar items in EconPapers)
Date: 1996
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