Estimation optimality of corrected AIC and modified Cp in linear regression

DOI10.1111/j.1751-5823.2006.tb00167.xMaRDI QIDQ6574122

Simon L. Davies, Andrew A. Neath, Joseph E. Cavanaugh

Publication date: 18 July 2024

Published in: International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

model selection criteriaAICcGauss discrepancyKullback-Leibler discrepancy\(\mathrm{MC}_p\)

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Statistics (62-XX) Inference from stochastic processes (62Mxx)

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