A small-sample correction for the Schwarz SIC model selection criterion.

DOI10.1016/S0167-7152(98)00294-6zbMath1087.62507MaRDI QIDQ1962165

Allan McQuarrie

Publication date: 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

GMRegressionAICConsistencyAICcOverfittingHQHQcObserved efficiencyUnderfitting

Mathematics Subject Classification ID

Linear inference, regression (62J99)

Related Items (7)

Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection ⋮ Bootstrap-based model selection criteria for beta regressions ⋮ Model selection criteria in beta regression with varying dispersion ⋮ Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes ⋮ A COPULA REGRESSION FOR MODELING MULTIVARIATE LOSS TRIANGLES AND QUANTIFYING RESERVING VARIABILITY ⋮ Nonparametric Estimation of the Hazard Function by Using a Model Selection Method: Estimation of Cancer Deaths in Hiroshima Atomic Bomb Survivors ⋮ Beta seasonal autoregressive moving average models

Cites Work

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• Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
• Estimating the dimension of a model
• Regression and time series model selection in small samples
• Estimating Regression Models of Finite but Unknown Order
• Some Comments on C P

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