A Modified Akaike Criterion for Model Choice in Generalized Linear Models

DOI10.1080/02331889408802447zbMath0812.62077OpenAlexW2056051503WikidataQ126241995 ScholiaQ126241995MaRDI QIDQ4763459

Xavier Milhaud, Michel Bonneu

Publication date: 10 April 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889408802447

zbMATH Keywords

model selectionasymptotic estimateAICNelder's link functionprediction criterionsimulated bootstrap estimateexpected Kullback-Leibler discrepancy

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

Related Items (2)

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Cites Work

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• Bootstrap and cross-validation estimates of the prediction error for linear regression models
• Asymptotic criteria for model selection
• Analysis of cross classified data by AIC
• Distribution function inequalities for martingales
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Model choice for prediction in generalized linear models

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