Informational complexity criteria for regression models.
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Publication:1274149
DOI10.1016/S0167-9473(98)00025-5zbMath1042.62504OpenAlexW2011470643MaRDI QIDQ1274149
Dominique M. A. Haughton, Hamparsum Bozdogan
Publication date: 12 January 1999
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(98)00025-5
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Uses Software
Cites Work
- Asymptotic properties of criteria for selection of variables in multiple regression
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- On the choice of a model to fit data from an exponential family
- Estimating the dimension of a model
- Model selection under nonstationarity: Autoregressive models and stochastic linear regression models
- Consistency of a class of information criteria for model selection in non-linear regression
- On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models
- A Monte Carlo Evaluation of Some Ridge-Type Estimators
- A Comparison of Ridge Estimators
- Linear Model Selection by Cross-Validation
- On Information and Sufficiency
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