Information criteria for model selection (Q6602021)

scientific article; zbMATH DE number 7910651

Language	Label	Description	Also known as
English	Information criteria for model selection	scientific article; zbMATH DE number 7910651

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instance of

scholarly article

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title

Information criteria for model selection (English)

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Wiley Interdisciplinary Reviews. WIREs Computational Statistics

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publication date

11 September 2024

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zbMATH Keywords

Akaike information criterion

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Bayesian information criterion

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information criteria

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model selection

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variable selection

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MaRDI profile type

Publication

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cites work

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Model selection for integrated autoregressive processes of infinite order

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Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process

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Parametric or nonparametric? A parametricness index for model selection

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Cross-Validation of Regression Models

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Asymptotically efficient selection of the order of the model for estimating parameters of a linear process

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To explain or to predict?

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Q4257269

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Q4438062

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Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation

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Identifiers

zbMATH Open document ID

1544.62166

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6602021