Counterexamples to parsimony and BIC

DOI10.1007/BF00053369zbMath0850.62648WikidataQ57310179 ScholiaQ57310179MaRDI QIDQ1206610

David F. Findley

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items

AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories, On the selection of forecasting models, Training samples in objective Bayesian model selection., The Effective Sample Size, Statistical inference for dependent stress-strength reliability of multi-state system using generalized survival signature, On model selection from a finite family of possibly misspecified time series models, Selection between models through multi-step-ahead forecasting, A conversation with David Findley, Increasing the replicability for linear models via adaptive significance levels, Inference for stress-strength reliability of multi-state system with dependent stresses and strengths using improved generalized survival signature, AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Stochastic complexity and modeling
• Modeling by shortest data description
• Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
• On predictive least squares principles
• Estimating the dimension of a model
• On model selection and the arc sine laws
• The Fitting of Time-Series Models
• Inconsistency of the AIC rule for estimating the order of autoregressive models
• An optimal selection of regression variables
• Selection of the order of an autoregressive model by Akaike's information criterion