A class of cross-validatory model selection criteria
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Cites work
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- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 1406069 (Why is no real title available?)
- 10 Structural Equation Modeling
- A family of estimators for multivariate kurtosis in a nonnormal linear regression model
- A new look at the statistical model identification
- Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
- Bootstrapping log likelihood and EIC, an extension of AIC
- Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
- Cross-validation criteria for covariance structures
- Estimating the dimension of a model
- Factor analysis and AIC
- GLS discrepancy based information criteria for selecting covariance structure models
- Handbook of latent variable and related models.
- Maximum Likelihood Estimation of Misspecified Models
- Measures of multivariate skewness and kurtosis with applications
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- On Information and Sufficiency
- Robust and efficient estimation by minimising a density power divergence
- Robust estimation in the normal mixture model
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality
Cited in
(12)- Classification croisée et modèles
- Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
- Estimating function based cross-validation
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
- Evaluation of alternative model selection criteria in the analysis of unimodal response curves using CART
- Estimating the Kullback–Liebler risk based on multifold cross‐validation
- Model Selection and Validation for Yield Trials with Interaction
- A family of the information criteria using the phi-divergence for categorical data
- A cautionary note about crossvalidatory choice
- Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani
- Best subset selection via cross-validation criterion
- Asymptotic biases of information and cross-validation criteria under canonical parametrization
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