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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1992 Volume 37, Issue 1, Pages 105–112 (Mi tvp4131)

This article is cited in 3 papers

Consistency of a Class of Information Criteria for Model Selection in Nonlinear Regression

D. Haughton

University of Massachusetts Lowell

Abstract: In this paper we prove the consistency in probability of a class of generalized BIC criteria for model selection in nonlinear regression, by using asymptotic results of Gallant. This extends a result obtained by Nishii for model selection in linear regression.


 English version:
Theory of Probability and its Applications, 1993, 37:1, 47–53

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