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On the asymptotic behavior of Akaike's BIC

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.
Year of publication:
1996
Authors: Reschenhofer, Erhard
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 27.1996, 2, p. 171-175
Publisher: Elsevier
Subject: AIC Model selection Penalty term
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005223767
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