A small-sample correction for the Schwarz SIC model selection criterion.
type: Item
instance of: scholarly article
title: A small-sample correction for the Schwarz SIC model selection criterion.
zbMATH Open document ID: 1087.62507
DOI: 10.1016/S0167-7152(98)00294-6
author: Allan McQuarrie
published in: Statistics \& Probability Letters
publication date: 1999-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J99
zbMATH DE Number: 1395122
zbMATH Keywords: Regression
zbMATH Keywords: Underfitting
zbMATH Keywords: Overfitting
zbMATH Keywords: Consistency
zbMATH Keywords: Observed efficiency
zbMATH Keywords: HQ
zbMATH Keywords: HQc
zbMATH Keywords: GM
zbMATH Keywords: AIC
zbMATH Keywords: AICc
MaRDI profile type: Publication
cites work: Q4769776
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cites work: Q4195812
cites work: Regression and time series model selection in small samples
cites work: Some Comments on C P
cites work: Q4217272
cites work: Estimating the dimension of a model
cites work: Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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description: scientific article; zbMATH DE number 1395122