ASYMPTOTIC MEAN EFFICIENCY OF A SELECTION OF REGRESSION VARIABLES
ASYMPTOTIC MEAN EFFICIENCY OF A SELECTION OF REGRESSION VARIABLES
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DOI：
10.1007/bf02480998
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发表时间：
1983-01-01
影响因子：
1
通讯作者：
SHIBATA, R
中科院分区：
文献类型：
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作者：
SHIBATA, R
为了比较不同的回归变量选择方法，引入了平均效率概念，它是作者先前引入的效率概念的推广(柴田[13])。在不作更强假设的情况下，在回归变量个数为无穷或随样本量增加的假设下，我们可以证明FPE过程、AIC过程或Cp过程都是渐近平均有效的。
To compare different procedures for selection of regression variables, a mean efficiency concept is introduced, which is an extension of the concept of efficiency previously introduced by the author (Shibata [13]). Without any stronger assumption, we can show that the FPE procedure or the AIC procedure or theCpprocedure are all shown to be asymptotically mean efficient, under the assumption that the number of regression variables be infinite or increase with the sample size.