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Second-order bias-corrected AIC in multivariate normal linear models under non-normality - MaRDI portal

Second-order bias-corrected AIC in multivariate normal linear models under non-normality (Q3019147)

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Second-order bias-corrected AIC in multivariate normal linear models under non-normality
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    Second-order bias-corrected AIC in multivariate normal linear models under non-normality (English)
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    27 July 2011
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    Akaike's information criterion
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    bias correction
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    Kullback-Leibler information
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    model misspecification
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    normal assumption
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    overspecified model
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    selection of variables
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    predicted residual sum of squares
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    robustness to non-normality
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    variance of information criterion
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