GLS Discrepancy Based Information Criteria for Selecting Covariance Structure Models

DOI10.2333/BHMK.37.71zbMath1202.62075OpenAlexW2073676896MaRDI QIDQ3062993

Hirokazu Yanagihara, Ke-Hai Yuan, Tetsuto Himeno

Publication date: 30 December 2010

Published in: Behaviormetrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d59d9ab3cf07647d40e9f8b37c71146a69088b63

zbMATH Keywords

tablesmodel selectioncovariance structureinformation criterionnon-normalitybias correctiongeneralized least squares discrepancyMallows' \(C_{p}\) criterion

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

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