Bootstrapping log likelihood and EIC, an extension of AIC

DOI10.1023/A:1003158526504zbMATH Open0935.62033OpenAlexW2008269266MaRDI QIDQ1293718FDOQ1293718

Authors: Makio Ishiguro, Yosiyuki Sakamoto, Genshiro Kitagawa 

Publication date: 8 May 2000

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

Full work available at URL: https://doi.org/10.1023/a:1003158526504

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• scientific article; zbMATH DE number 1034043

zbMATH Keywords

bootstrapmodel selectionmaximum likelihoodAICbias correctionestimator selectioninformation criterionMLEpredictive distributionlog likelihoodexpected log likelihoodpenalized log likelihood

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bootstrap, jackknife and other resampling methods (62F40)

Cited In (37)

• Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units
• Selection between proportional and stratified hazards models based on expected log-likelihood
• Iterative bias correction of the cross-validation criterion
• Forecasting ARMA models: a comparative study of information criteria focusing on MDIC
• Model selection by resampling penalization
• Estimating the expectation of the Log-likelihood with censored data for estimator selection
• Bootstrapping neural discriminant model
• Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
• Investigating the performance of AIC in selecting phylogenetic models
• Signal extraction and knowledge discovery based on statistical modeling
• An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework
• Information methods for model selection in linear mixed effects models with application to HCV data
• Model selection criteria based on cross-validatory concordance statistics
• Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
• Second-order bias-corrected AIC in multivariate normal linear models under non-normality
• Correlating Two Continuous Variables Subject to Detection Limits in the Context of Mixture Distributions
• Model evaluation, discrepancy function estimation, and social choice theory
• ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA
• Differential Log Likelihood for Evaluating and Learning Gaussian Mixtures
• Selection of tuning parameters in bridge regression models via Bayesian information criterion
• Resampling-based information criteria for best-subset regression
• Bias and variance reduction techniques for bootstrap information criteria
• Subspace information criterion for model selection
• Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
• Variable selection strategies in survival models with multiple imputations
• A jackknife type approach to statistical model selection
• Beta seasonal autoregressive moving average models
• Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case
• A class of cross-validatory model selection criteria
• The comparison study of the model selection criteria on the Tobit regression model based on the bootstrap sample augmentation mechanisms
• Optimal information criteria minimizing their asymptotic mean square errors
• Bootstrap choice of estimators in parametric and semiparametric families: an extension of EIC
• Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
• Bootstrap-adjusted quasi-likelihood information criteria for mixed model selection
• Capturing simple and complex time-dependent effects using flexible parametric survival models: A simulation study
• Bootstrap-based model selection criteria for beta regressions
• Application of the information criterion to the estimation of galaxy luminosity function

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