Teoriâ veroâtnostej i ee primeneniâ, Tome 37 (1992) no. 1, pp. 105-112
Citer cet article
D. Haughton. Consistency of a Class of Information Criteria for Model Selection in Nonlinear Regression. Teoriâ veroâtnostej i ee primeneniâ, Tome 37 (1992) no. 1, pp. 105-112. http://geodesic.mathdoc.fr/item/TVP_1992_37_1_a15/
@article{TVP_1992_37_1_a15,
author = {D. Haughton},
title = {Consistency of a {Class} of {Information} {Criteria} for {Model} {Selection} in {Nonlinear} {Regression}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {105--112},
year = {1992},
volume = {37},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1992_37_1_a15/}
}
TY - JOUR
AU - D. Haughton
TI - Consistency of a Class of Information Criteria for Model Selection in Nonlinear Regression
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1992
SP - 105
EP - 112
VL - 37
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1992_37_1_a15/
LA - ru
ID - TVP_1992_37_1_a15
ER -
%0 Journal Article
%A D. Haughton
%T Consistency of a Class of Information Criteria for Model Selection in Nonlinear Regression
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1992
%P 105-112
%V 37
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1992_37_1_a15/
%G ru
%F TVP_1992_37_1_a15
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.
