Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
DOI10.1016/J.LAA.2014.04.028zbMATH Open1288.62097OpenAlexW2153708023WikidataQ112882260 ScholiaQ112882260MaRDI QIDQ2015078FDOQ2015078
Authors: Yusuke Hashiyama, Hirokazu Yanagihara, Yasunori Fujikoshi
Publication date: 18 June 2014
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2014.04.028
Recommendations
- A note on a power function of tukey' test for comparing three normal means with unequal sample sizes
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality
- Bias correction of the Akaike information criterion in factor analysis
- Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
- A study on the bias-correction effect of the AIC for selecting variables in normal multivariate linear regression models under model misspecification
Bootstrap, jackknife and other resampling methods (62F40) Measures of association (correlation, canonical correlation, etc.) (62H20) Theory of matrix inversion and generalized inverses (15A09)
Cites Work
- Regression and time series model selection in small samples
- Title not available (Why is that?)
- A new look at the statistical model identification
- On Information and Sufficiency
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some contributions to maximum likelihood factor analysis
- Further analysis of the data by Akaike's information criterion and the finite corrections
- The bootstrap and Edgeworth expansion
- Model Selection for Multivariate Regression in Small Samples
- Bias correction of AIC in logistic regression models
- Bias-corrected AIC for selecting variables in Poisson regression models
- Modified AIC and Cp in multivariate linear regression
- Multivariate statistics. High dimensional and large-sample approximations.
- Applied Multivariate Analysis
- A variable selection method in principal canonical correlation analysis
- Title not available (Why is that?)
- Bootstrapping log likelihood and EIC, an extension of AIC
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality
- A family of estimators for multivariate kurtosis in a nonnormal linear regression model
- Title not available (Why is that?)
- Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
- Bias-corrected AIC for selecting variables in multinomial logistic regression models
- A test for additional information in canonical correlation analysis
- Title not available (Why is that?)
- Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case
- Variable selection and interpretation in canonical correlation analysis
- Simple formula for calculating bias-corrected AIC in generalized linear models
Cited In (4)
- A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration
- Performance of the Kenward–Roger Method when the Covariance Structure is Selected Using AIC and BIC
- Bias correction of the Akaike information criterion in factor analysis
- High-dimensional asymptotic behavior of the difference between the log-determinants of two Wishart matrices
This page was built for publication: Jackknife bias correction of the AIC for selecting variables in canonical correlation analysis under model misspecification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2015078)