摘要
FaststepwiseproceduresofselectionofvariablesbyusingAICandBICcriteriaareproposedinthispaper.Weshalluseashortname"FSP"forthesenewprocedures.FSParesimilartothewell-knownstepwiseregressionproceduresincomputingsteps.ButFSPhavetwoadvantages.OneoftheseadvantagesisthatFSParedefinitelyconvergentwithafasterrateinfinitecomputingsteps.AnotheradvantageisthatESPcanbeusedforlargenumberofcandidatevariables.InthispaperwealsoshowsomeasymptoticpropertiesofFSP,andsomesimulationresults.
出版日期
1989年01月11日(中国期刊网平台首次上网日期,不代表论文的发表时间)