A bootstrap method for assessing uncertainty in Kullback-Leibler discrepancy model selection problems

zbMATH Open1253.62004MaRDI QIDQ3145594FDOQ3145594

Authors: Benjamim Riedle, A. A. Neath, Joseph E. Cavanaugh 

Publication date: 21 December 2012

Full work available at URL: http://nonlinearstudies.com/index.php/mesa/article/view/807/516

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zbMATH Keywords

variable selectionbootstrap weightsAkaike information criterionextended information criterionAkaike weightsbootstrap AIC

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bootstrap, jackknife and other resampling methods (62F40) Statistical ranking and selection procedures (62F07) Foundational topics in statistics (62A99)

Cited In (3)

• Controlling the error probabilities of model selection information criteria using bootstrapping
• Reconceptualizing the p -value from a likelihood ratio test: a probabilistic pairwise comparison of models based on Kullback-Leibler discrepancy measures
• Model evaluation, discrepancy function estimation, and social choice theory

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