Evaluating modified generalized information criterion in presence of multicollinearity

DOI10.1080/03610918.2016.1202273zbMath1388.62003OpenAlexW2502125047MaRDI QIDQ4638823

Ali Hussein Al-Marshadi, Muhammad Aslam, Abdullah Hamoud Alharby

Publication date: 30 April 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2016.1202273

zbMATH Keywords

multicollinearitygeneralized information criteriapenalty factormodified versionsexplanatory variables variance inflation factor

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

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