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Pre-Print_2003-10_Biometrika.pdf

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Can the Strengths of AIC and BIC Be Shared? ∗ Yuhong Yang Department of Statistics Iowa State University Ames, IA, 50011 December 30, 2003 Abstract It is well known that AIC and BIC have different properties in model selection. BIC is consistent in the sense that if the true model is…

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