Generalization of the order-restricted information criterion for multivariate normal linear models

DOI10.1016/J.JSPI.2012.03.007zbMath1244.62100OpenAlexW2130267545MaRDI QIDQ433781

R. M. Kuiper, Herbert Hoijtink, Mervyn J. Silvapullé

Publication date: 6 July 2012

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

Full work available at URL: https://osf.io/9dpxm/

zbMATH Keywords

model selectionnormal linear modelorder restrictioninequality constrained inferenceorder-restricted information criterion

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Exact distribution theory in statistics (62E15)

Related Items (4)

Extension of the Schwarz information criterion for models sharing parameter boundaries ⋮ Frequentist model averaging under inequality constraints ⋮ Bayesian comparison of models with inequality and equality constraints ⋮ Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix

Uses Software

• IMSL Numerical Libraries

Cites Work

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• Model selection using AIC in the presence of one-sided information
• An Akaike-type information criterion for model selection under inequality constraints
• Constrained Statistical Inference
• An information criterion for parameters under a simple order restriction
• On Information and Sufficiency

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