简介:FaststepwiseproceduresofselectionofvariablesbyusingAICandBICcriteriaareproposedinthispaper.Weshalluseashortname"FSP"forthesenewprocedures.FSParesimilartothewell-knownstepwiseregressionproceduresincomputingsteps.ButFSPhavetwoadvantages.OneoftheseadvantagesisthatFSParedefinitelyconvergentwithafasterrateinfinitecomputingsteps.AnotheradvantageisthatESPcanbeusedforlargenumberofcandidatevariables.InthispaperwealsoshowsomeasymptoticpropertiesofFSP,andsomesimulationresults.