Bias reduction and model selection in misspecified models

DOI10.1080/03610926.2021.1959613OpenAlexW3189585881MaRDI QIDQ6106226

Hidenori Okumura

Publication date: 27 June 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2021.1959613

zbMATH Keywords

bias reductionmodel selectionpenalized likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Estimating the dimension of a model
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• Minimization of discontinuous cost functions by smoothing
• Matrix Analysis
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• Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria
• Bias reduction of maximum likelihood estimates
• Model Selection Principles in Misspecified Models
• Maximum Likelihood and Minimum | chi 2 Estimates of the Logistic Function
• Maximum Likelihood Estimation of Misspecified Models