Bias of the corrected AIC criterion for underfitted regression and time series models

DOI10.1093/BIOMET/78.3.499zbMATH Open1193.62159OpenAlexW2037396028MaRDI QIDQ3580504FDOQ3580504

Authors: Clifford Hurvich, Chih-Ling Tsai 

Publication date: 13 August 2010

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/ec18d20ac228c11b8d9121c37f03983b80da3439

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Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Additive damage models for cellular pharmacodynamics of radiation-chemotherapy combinations
• Model averaging prediction for time series models with a diverging number of parameters
• Model selection criteria for the leads-and-lags cointegrating regression

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