ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA

DOI10.5183/jjscs.1512001_225zbMath1384.62019OpenAlexW241703522MaRDI QIDQ4606375

Haruhiko Ogasawara

Publication date: 7 March 2018

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs.1512001_225

zbMATH Keywords

Akaike information criterionKullback-Leibler distancecanonical parametersTakeuchi information criterionBayes modal estimatorshigher-order bias correction

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistical aspects of information-theoretic topics (62B10)

Related Items

Asymptotic biases of information and cross-validation criteria under canonical parametrization, Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases, ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA

Uses Software

• R
• PSIFN
• Algorithm 610
• COUNT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Cornish-Fisher expansions using sample cumulants and monotonic transformations
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Accurate confidence intervals in regression analyses of non-normal data
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• On the multivariate asymptotic distribution of sequential chi-square statistics
• Estimating the dimension of a model
• Assessing the error probability of the model selection test
• Bootstrapping log likelihood and EIC, an extension of AIC
• Bias correction of AIC in logistic regression models
• On distribution of AIC in linear regression models
• Asymptotic theory for information criteria in model selection -- functional approach
• Information criteria and statistical modeling.
• Bias-Corrected AIC for Selecting Variables in Poisson Regression Models
• Negative Binomial Regression
• Bias Adjustment Minimizing the Asymptotic Mean Square Error
• Algorithm 610: A Portable FORTRAN Subroutine for Derivatives of the Psi Function
• Negative binomial and mixed poisson regression
• Regression and time series model selection in small samples
• Further analysis of the data by Akaike's information criterion and the finite corrections
• Generalised information criteria in model selection
• Model Selection and Multimodel Inference
• ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA
• Simple Formula for Calculating Bias‐corrected AIC in Generalized Linear Models
• On the Asymptotic Distribution of Differentiable Statistical Functions
• On Information and Sufficiency
• An invariant form for the prior probability in estimation problems
• The bootstrap and Edgeworth expansion