线性模型选阶的一个新准则(英文)

A NEW ORDER SELECTION CRITERION FOR LINEAR MODEL

本文给出了新的线性模型选队准则Λ．由Λ推广得到的Λα，在适当选取α之后，能够渐近正确地选出真模型的阶数．文中讨论了AICC和Λα的选阶比较问题。

In this article a new order selection criterion,Λ, is introduced for linear model. The generalized criterionΛα , which is the parameter version of Λ, is asymptotically just-fitting for properly chosen α. The comparison of AICC and Λα is carried out in the last section.