Controlling the error probabilities of model selection information criteria using bootstrapping

DOI10.1080/02664763.2019.1701636MaRDI QIDQ5861435zbMATH OpenOpenAlexWikidataFDO

Authors Michael Cullan, Scott Lidgard, Beckett Sterner

Publication date 1 March 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2019.1701636

zbMATH Keywords

bootstraperror statisticshypothesis testingNeyman-Pearson classificationnon-nested models

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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Cites work

• Akaike-type criteria and the reliability of inference: model selection versus statistical model specification
• Assessing model mimicry using the parametric bootstrap.
• Best-subset model selection based on multitudinal assessments of likelihood improvements
• Bootstrap methods: another look at the jackknife
• Bridging AIC and BIC: A New Criterion for Autoregression
• Estimation and accuracy after model selection
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• scientific article; zbMATH DE number 1034048 (Why is no real title available?)
• IX. On the problem of the most efficient tests of statistical hypotheses
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Model Selection and Multimodel Inference
• Models and Statistical Inference: The Controversy between Fisher and Neyman–Pearson
• Performance Measures for Neyman–Pearson Classification
• Severe Testing as a Basic Concept in a Neyman–Pearson Philosophy of Induction
• The bootstrap: To smooth or not to smooth?
• The Model Confidence Set
• To explain or to predict?
• Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates

Cited in

(1)

• Editorial to special issue V WCDANM 2018

Describes a project that uses

Uses Software

• R

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