On distribution of AIC in linear regression models

DOI10.1016/J.JSPI.2004.03.016MaRDI QIDQ1781523zbMATH OpenOpenAlexFDO

Authors Hirokazu Yanagihara, Chihiro Ohmoto

Publication date 27 June 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2004.03.016

zbMATH Keywords

Akaike information criterionAsymptotic expansionAsymptotic distributionMaximum likelihood estimatorConfidence intervalAsymptotic varianceAsymptotic kurtosisAsymptotic skewnessLinear regression modelNon-centrality parameter

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 1219611 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• ASYMPTOTIC APPROXIMATIONS OF THE NULL DISTRIBUTION OF THE ONE-WAY ANOVA TEST STATISTIC UNDER NONNORMALITY
• Assessing the error probability of the model selection test
• Asymptotic expansions of the null distributions of test statistics for multivariate linear hypothesis under nonnormality
• Asymptotic expansions of the null distributions of three test statistics in a nonnormal GMANOVA model
• Edgeworth expansion in regression models
• Further analysis of the data by Akaike's information criterion and the finite corrections
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Model Selection for Multivariate Regression in Small Samples
• Modified AIC and Cp in multivariate linear regression
• The bootstrap and Edgeworth expansion

Cited in

(17)

• Robust AIC with high breakdown scale estimate
• Modified AIC and Cp in multivariate linear regression
• Asymptotic bootstrap corrections of AIC for linear regression models
• ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS
• AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.
• Tracking interval for selecting between non-nested models: an investigation for type II right censored data
• Inference after separated hypotheses testing: an empirical investigation for linear models
• Second-order bias-corrected AIC in multivariate normal linear models under non-normality
• Linear signed rank test for model selection
• A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
• AIC under the framework of least squares estimation
• Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
• Empiricial comparison between some model selection criteria
• Modification of \(AIC\)-type criterion in multivariate normal linear regression with a future experiment.
• Adjusting Stepwisep-Values in Generalized Linear Models
• Unbiased estimates for moments and cumulants in linear regression
• Asymptotic cumulants of some information criteria

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