A class of cross-validatory model selection criteria

DOI10.32917/hmj/1372180510zbMath1294.62134OpenAlexW1506427482MaRDI QIDQ372591

Kentaro Hayashi, Hirokazu Yanagihara, Hironori Fujisawa, Ke-Hai Yuan

Publication date: 9 October 2013

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.hmj/1372180510

zbMATH Keywords

asymptotic expansionmodel selectionbias correctionmodel misspecificationstructural equation modelcross-validation criterionpredictive discrepancysample discrepancy function

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Statistical ranking and selection procedures (62F07)

Related Items

Asymptotic biases of information and cross-validation criteria under canonical parametrization, A family of the information criteria using the phi-divergence for categorical data

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