Unifying the derivations for the Akaike and corrected Akaike information criteria.
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Publication:1380588
DOI10.1016/S0167-7152(96)00128-9zbMath1130.62302OpenAlexW1977065472WikidataQ56390544 ScholiaQ56390544MaRDI QIDQ1380588
Publication date: 1997
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00128-9
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Cites Work
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- Estimating the dimension of a model
- Regression and time series model selection in small samples
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Model Selection for Multivariate Regression in Small Samples
- A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
- A new look at the statistical model identification
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