Second-order bias-corrected AIC in multivariate normal linear models under non-normality
Publication:3019147
DOI10.1002/cjs.10090zbMath1349.62213MaRDI QIDQ3019147
Hirokazu Yanagihara, Ken-ichi Kamo, Tetsuji Tonda
Publication date: 27 July 2011
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.10090
Kullback-Leibler information; bias correction; Akaike's information criterion; model misspecification; normal assumption; selection of variables; overspecified model; predicted residual sum of squares; robustness to non-normality; variance of information criterion
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F07: Statistical ranking and selection procedures
62B10: Statistical aspects of information-theoretic topics
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