Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case (Q3520977)

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Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case
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    Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case (English)
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    26 August 2008
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    AIC
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    asymptotic expansion
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    bootstrap
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    BIC
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    Mallows' \(C_p\)
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    model misspecification
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    multivariate linear regression model
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    nonnormality
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    selection of variables
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    TIC
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