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On the asymptotic behavior of Akaike's BIC

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  • Reschenhofer, Erhard

Abstract

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.

Suggested Citation

  • Reschenhofer, Erhard, 1996. "On the asymptotic behavior of Akaike's BIC," Statistics & Probability Letters, Elsevier, vol. 27(2), pages 171-175, April.
    • Handle: RePEc:eee:stapro:v:27:y:1996:i:2:p:171-175
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    References listed on IDEAS

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    1. Amemiya, Takeshi, 1980. "Selection of Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 331-354, June.
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    Keywords

    AIC Model selection Penalty term;

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