Bootstrapping log likelihood and EIC, an extension of AIC
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Publication:1293718
DOI10.1023/A:1003158526504zbMath0935.62033OpenAlexW2008269266MaRDI QIDQ1293718
Genshiro Kitagawa, Makio Ishiguro, Yosiyuki Sakamoto
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
bootstrapmodel selectionmaximum likelihoodMLEinformation criterionAICbias correctionpredictive distributionestimator selectionlog likelihoodexpected log likelihoodpenalized log likelihood
Bootstrap, jackknife and other resampling methods (62F40) Statistical aspects of information-theoretic topics (62B10)
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