模型选择准则的渐近性质与选择检验

THE ASYMPTOTIC PROPERTY OF TESTS FOR MODEL SELECTION

模型选择分为绝对与相对两类￣［１］，本文针对实用性好但理论上不甚完善的相对选择问题，归纳了其建立准则的一般性途径，证明了它的渐近统计特性，并由此提出了“选择检验”的新概念及其表达。

Model selection can be dassified into two:absolute and relative selec-tions. This paper set up a general approach of building criterions for model selection,proved the asymptotic statistic characteristics,and put forward the concept of″tests for selection″and its mathematic expression.