Improvement to AIC as Estimator of Kullback–Leibler Information for Linear Model Selection

DOI10.1081/STA-120024476zbMath1131.62309OpenAlexW1988602592MaRDI QIDQ4428268

Kazuo Noda, Masashi Itoh, Rinya Takahashi, Jinglong Wang

Publication date: 14 September 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120024476

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

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

Cites Work

• Note on the moments of the logarithmic non-central \(\chi^2\) and \(z\) distributions
• Estimating the dimension of a model
• Selection of the order of an autoregressive model by Akaike's information criterion
• Further analysis of the data by Akaike's information criterion and the finite corrections
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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