Asymptotic post-selection inference for the Akaike information criterion

DOI10.1093/biomet/asy018zbMath1499.62099OpenAlexW2806539381MaRDI QIDQ4561017

Ali Charkhi, Gerda Claeskens

Publication date: 10 December 2018

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/617780

zbMATH Keywords

model selectionconfidence regionAkaike information criterionpost-selection inferencelikelihood model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Statistical aspects of information-theoretic topics (62B10)

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