Bootstrapping log likelihood and EIC, an extension of AIC
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Publication:1293718
DOI10.1023/A:1003158526504zbMath0935.62033MaRDI QIDQ1293718
Genshiro Kitagawa, Yosiyuki Sakamoto, Makio Ishiguro
Publication date: 8 May 2000
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
bootstrap; model selection; maximum likelihood; MLE; information criterion; AIC; bias correction; predictive distribution; estimator selection; log likelihood; expected log likelihood; penalized log likelihood
62F40: Bootstrap, jackknife and other resampling methods
62B10: Statistical aspects of information-theoretic topics
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