Model selection rates of information based criteria

DOI10.1214/13-EJS861zbMath1283.62083OpenAlexW2026725566MaRDI QIDQ384268

Ofer Harel, Ashok Chaurasia

Publication date: 27 November 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1385479509

zbMATH Keywords

linear modelsgeneralized linear modelsAICBICdiscrete process mean functionmodel selection ratemultiple linear regresion

Mathematics Subject Classification ID

Related Items (1)

Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series

Cites Work

• Asymptotic properties of criteria for selection of variables in multiple regression
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• An optimal selection of regression variables
• Regression and time series model selection using variants of the schwarz information criterion
• The Focused Information Criterion
• Model Selection and Multimodel Inference
• Regression Model Selection—A Residual Likelihood Approach
• Constraints for the normality of monomial subrings and birationality
• Relative rates of convergence for efficient model selection criteria in linear regression
• Bayes Factors
• Methods and Criteria for Model Selection
• A new look at the statistical model identification
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