Improved predictive model selection

DOI10.1016/j.jspi.2007.12.010zbMath1146.62010OpenAlexW2057128025MaRDI QIDQ951027

Paolo Vidoni

Publication date: 29 October 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.12.010

zbMATH Keywords

likelihoodKullback-Leibler informationmisspecificationAICpredictive densitynormal regression

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15) Parametric inference (62F99)

Related Items (1)

Adjustments of profile likelihood through predictive densities

Cites Work

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• Information criteria for small diffusions via the theory of Malliavin-Watanabe
• On asymptotic properties of predictive distributions
• Asymptotic Statistics
• Generalised information criteria in model selection
• Applications of Differential Geometry to Econometrics
• Model Selection and Multimodel Inference
• On Parametric Bootstrapping and Bayesian Prediction
• Predictive fit for natural exponential families
• A Generalized Bayes Rule for Prediction
• Information criteria in model selection for mixing processes

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