Concepedia

Consistency Of Model Selection

Consistency of Model Selection is a property of a model selection procedure whereby it asymptotically selects the true data-generating model with probability approaching one as the sample size increases, under the assumption that the true model is among the candidates.

124

Publications

12.3K

Citations

255

Authors

172

Institutions

Publications per year

2017–2026

29

Parents

Publications

124

On Model Selection Consistency of Lasso

Peng Zhao, Bin Yu · 2006 · 2K citations

, , +12

Linear Model Selection by Cross-validation

Jun Shao · Journal of the American Statistical Association · 1993 · 1.7K citations

, , +12

On Model Selection Consistency of Lasso

ZhaoPeng, Yubin Yubin · Journal of Machine Learning Research · 2006 · 1K citations

, , +12

MODEL SELECTION AND INFERENCE: FACTS AND FICTION

Hannes Leeb, Benedikt M. Pötscher · Econometric Theory · 2005 · 707 citations

, , +12

Nonconcave Penalized Likelihood With NP-Dimensionality

Jianqing Fan, Jinchi Lv · IEEE Transactions on Information Theory · 2011 · 438 citations · Full text

, , +17

1–5 of 124

Authors

255

  1. JF
    Jianqing Fan

    Princeton University, United States

    5 publications · 895 citations

    5

    h-index

  2. RL
    Runze Li

    Pennsylvania State University, United States

    5 publications · 220 citations

    5

    h-index

  3. YW
    Yuehua Wu

    York University, Canada

    4 publications · 258 citations

    4

    h-index

  4. GQ
    Guoqi Qian

    The University of Melbourne, Australia

    3 publications · 48 citations

    3

    h-index

  5. YW
    Yichao Wu

    North Carolina State University, United States

    3 publications · 50 citations

    3

    h-index

1–5 of 255

Institutions

172

  1. Pennsylvania State University

    State College, United States

    9 h-index

    11 publications

    803 citations

  2. University of Pennsylvania

    Philadelphia, United States

    6 h-index

    9 publications

    468 citations

  3. Princeton University

    Princeton, United States

    5 h-index

    6 publications

    1.1K citations

  4. North Carolina State University

    Raleigh, United States

    5 h-index

    7 publications

    187 citations

  5. Seoul National University

    Seoul, South Korea

    4 h-index

    5 publications

    181 citations

  6. University of Minnesota

    Minneapolis, United States

    4 h-index

    5 publications

    230 citations

  7. Carnegie Mellon University

    Pittsburgh, United States

    3 h-index

    5 publications

    487 citations

  8. Texas A&M University

    College Station, United States

    3 h-index

    3 publications

    73 citations

1–8 of 172

Venues

  1. Journal of the American Statistical Association

    11 publications · 2.5K citations

    11

    h-index

  2. arXiv (Cornell University)

    Repository · 7 publications · 152 citations

    7

    h-index

  3. Statistica Sinica

    6 publications · 113 citations

    6

    h-index

  4. The Annals of Statistics

    6 publications · 372 citations

    6

    h-index

  5. 6

    h-index

1–5