SEMIPARAMETRIC MODEL SELECTION IN LARGE SAMPLES

SHI Peide;Hai Yan WANG;Zhong Guo ZHENG

Journal of Systems Science & Complexity ›› 2001, Vol. 14 ›› Issue (4) : 378-387.

PDF(495 KB)
PDF(495 KB)
Journal of Systems Science & Complexity ›› 2001, Vol. 14 ›› Issue (4) : 378-387.
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SEMIPARAMETRIC MODEL SELECTION IN LARGE SAMPLES

  • SHI Peide,Hai Yan WANG,Zhong Guo ZHENG
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Abstract

For semiparametric regression model selection, based on a model selection criterion there is no finite order (or number of parameters) of the nonparametric part to be estimated consistently, but there is a finite order (or number of predictor variables) of the linear part to be estimated consistently.

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AIC / AICC / model selection / information criterion

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SHI Peide , Hai Yan WANG , Zhong Guo ZHENG. SEMIPARAMETRIC MODEL SELECTION IN LARGE SAMPLES. Journal of Systems Science and Complexity, 2001, 14(4): 378-387
PDF(495 KB)

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