Consistency of an Information Criterion for High-Dimensional Multivariate Regression - SpringerBriefs in Statistics 1st ed. 2024 edition Hirokazu Yanagihara

The evaluation of consistency of an information criterion from the high-dimensional asymptotic framework provides new knowledge to us, e.g., Akaike's information criterion (AIC) sometimes becomes consistent under the high-dimensional asymptotic framework although it never has a consistency under the large-sample asymptotic framework;