Relative rates of convergence for efficient model selection criteria in linear regression
线性回归中有效模型选择准则的相对收敛速度
Two approaches to estimating a smooth regression function not specified by a finite number of parameters are (i) to fit a parametric model to the data, with the number of parameters selected by the Akaike information criterion, AIC, and (ii) to use nonparametric smoothing techniques, with the smoothing parameter selected by cross-validation or some other automatic method. We consider the relative rate of convergence of the mean integrated squared error of the selected…