Asymptotic theory for information criteria in model selection -- functional approach

DOI10.1016/S0378-3758(02)00462-7zbMath1011.62009MaRDI QIDQ1874086

Sadanori Konishi, Genshiro Kitagawa

Publication date: 22 May 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Kullback-Leibler informationstatistical functionalsAIChigher-order bias reduction

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

Related Items (11)

Bias correction of the Akaike information criterion in factor analysis ⋮ Iterative Bias Correction of the Cross-Validation Criterion ⋮ Signal extraction and knowledge discovery based on statistical modeling ⋮ A Predictive Approach for Selection of Diffusion Index Models ⋮ Bias and variance reduction techniques for bootstrap information criteria ⋮ Optimal tuning parameter estimation in maximum penalized likelihood method ⋮ ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA ⋮ Nonlinear regression modeling via regularized radial basis function networks ⋮ Optimal information criteria minimizing their asymptotic mean square errors ⋮ A bias correction and acceleration approach for the problem of regions ⋮ Studies of information quantities and information geometry of higher order cumulant spaces

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