Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case

DOI10.1016/j.jmva.2005.06.005zbMath1089.62059MaRDI QIDQ2493133

Hirokazu Yanagihara

Publication date: 9 June 2006

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.06.005

zbMATH Keywords

robustness; bias reduction; Kullback--Leibler information; model misspecification; normality assumption; selection of variables; predicted residuals; Jackknife method; influence of non-normality

Mathematics Subject Classification ID

62H99: Multivariate analysis

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

Related Items

Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition

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