Asymptotic bootstrap corrections of AIC for linear regression models
type: Item
instance of: scholarly article
title: Asymptotic bootstrap corrections of AIC for linear regression models
zbMATH Open document ID: 1177.94071
author: Abd-Krim Seghouane
published in: Signal Processing
publication date: 2010-01-08T00:00:00Z
Mathematics Subject Classification ID: 94A12
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62F40
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 5654921
zbMATH Keywords: model selection
zbMATH Keywords: Kullback-Leibler information
zbMATH Keywords: bootstrap
zbMATH Keywords: AIC
zbMATH Keywords: \(AIC_c\)
MaRDI profile type: Publication
full work available at URL: j.sigpro.2009.06.010
OpenAlex ID: W1995714794
cites work: Minimax description length for signal denoising and optimized representation
cites work: On information theoretic criteria for determining the number of signals in high resolution array processing
cites work: Bayesian estimation of the number of principal components
cites work: Filter-order selection in adaptive maximum likelihood estimation
cites work: Q4769776
cites work: Modeling by shortest data description
cites work: Q3909877
cites work: Estimating the dimension of a model
cites work: On Information and Sufficiency
cites work: A new look at the statistical model identification
cites work: Statistical predictor identification
cites work: Some Comments on C P
cites work: An invariant form for the prior probability in estimation problems
cites work: A large-sample model selection criterion based on Kullback's symmetric divergence
cites work: Linear Model Selection by Cross-Validation
cites work: Regression and time series model selection in small samples
cites work: Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
cites work: How Biased is the Apparent Error Rate of a Prediction Rule?
cites work: Further analysis of the data by Akaike's information criterion and the finite corrections
cites work: Bootstrapping State-Space Models: Gaussian Maximum Likelihood Estimation and the Kalman Filter
cites work: Q4344416
cites work: Q4344411
cites work: Selection of the order of an autoregressive model by Akaike's information criterion
cites work: A Small Sample Model Selection Criterion Based on Kullback's Symmetric Divergence
cites work: Q4217272
cites work: Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
Wikidata QID: Q118322150
DOI: 10.1016/J.SIGPRO.2009.06.010
description: scientific article; zbMATH DE number 5654921