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

DOI10.1111/1541-0420.00020MaRDI QIDQ3079095zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3980241 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 1034043 (Why is no real title available?)
• A new look at the statistical model identification
• Bootstrapping log likelihood and EIC, an extension of AIC
• Estimating the dimension of a model
• Further analysis of the data by Akaike's information criterion and the finite corrections
• Generalised information criteria in model selection
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
• On Information and Sufficiency
• Regression and time series model selection in small samples
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion

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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