Bias of the corrected AIC criterion for underfitted regression and time series models
From MaRDI portal
(Redirected from Publication:3580504)
Recommendations
- Regression and time series model selection in small samples
- The model selection criterion AICu.
- A note on a power function of tukey' test for comparing three normal means with unequal sample sizes
- Bias correction of AIC in logistic regression models
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
Cited in
(25)- Bootstrap variants of the Akaike information criterion for mixed model selection
- Bias correction of AIC in logistic regression models
- Additive damage models for cellular pharmacodynamics of radiation-chemotherapy combinations
- Tactical sales forecasting using a very large set of macroeconomic indicators
- A general framework for frequentist model averaging
- Asymptotic theory for information criteria in model selection -- functional approach
- The impact of unsuspected serial correlations on model selection in linear regression
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Model averaging prediction for time series models with a diverging number of parameters
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
- Correcting the corrected AIC
- Prediction and reconstruction of future and missing unobservable modified Weibull lifetime based on generalized order statistics
- Akaike's information criterion correction for the least-squares autoregressive spectral estimator
- Transformed polynomials for nonlinear autoregressive models of the conditional mean
- ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS
- A note on a power function of tukey' test for comparing three normal means with unequal sample sizes
- A modified information criterion for model selection
- Identifying the number of components in Gaussian mixture models using numerical algebraic geometry
- Model selection criteria for the leads-and-lags cointegrating regression
- Time-varying transition probabilities for Markov regime switching models
- Nonlinear autoregressive models with optimality properties
- Bayesian estimation of prediction error and variable selection in linear regression
- Exploration of model misspecification in latent class methods for longitudinal data: correlation structure matters
- Geographically weighted generalized Farrington algorithm for rapid outbreak detection over short data accumulation periods
- Models for zero-inflated, correlated count data with extra heterogeneity: when is it too complex?
This page was built for publication: Bias of the corrected AIC criterion for underfitted regression and time series models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3580504)