A study on the bias-correction effect of the AIC for selecting variables in normal multivariate linear regression models under model misspecification (Q5364283)
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scientific article; zbMATH DE number 6785481
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| English | A study on the bias-correction effect of the AIC for selecting variables in normal multivariate linear regression models under model misspecification |
scientific article; zbMATH DE number 6785481 |
Statements
4 October 2017
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AIC
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bias-corrected AIC
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KL information
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loss function
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nonnormality
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risk function
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variable selection
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0.8508397340774536
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0.8463408350944519
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0.8365042209625244
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0.8153896927833557
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