Bootstrap choice of estimators in parametric and semiparametric families: an extension of EIC

DOI10.1111/1541-0420.00020zbMATH Open1210.62033OpenAlexW2117863645WikidataQ52016356 ScholiaQ52016356MaRDI QIDQ3079095FDOQ3079095

Authors: C. Sakarovitch, Daniel Commenges, Benoit Liquet 

Publication date: 1 March 2011

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1541-0420.00020

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• scientific article; zbMATH DE number 1034043

zbMATH Keywords

bootstrapregressionsemiparametricsmoothingKullback-Leibler information

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bootstrap, jackknife and other resampling methods (62F40) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric statistical resampling methods (62G09)

Cites Work

• Estimating the dimension of a model
• Regression and time series model selection in small samples
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• A new look at the statistical model identification
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• On Information and Sufficiency
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
• Further analysis of the data by Akaike's information criterion and the finite corrections
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Generalised information criteria in model selection
• Bootstrapping log likelihood and EIC, an extension of AIC
• Title not available (Why is that?)

Cited In (7)

• Selection between proportional and stratified hazards models based on expected log-likelihood
• Estimation of semi-Markov multi-state models: a comparison of the sojourn times and transition intensities approaches
• Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations
• Forecasting ARMA models: a comparative study of information criteria focusing on MDIC
• Estimating the expectation of the Log-likelihood with censored data for estimator selection
• Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC
• Variable selection strategies in survival models with multiple imputations

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