A class of cross-validatory model selection criteria

DOI10.32917/HMJ/1372180510zbMATH Open1294.62134OpenAlexW1506427482MaRDI QIDQ372591FDOQ372591

Authors: Hirokazu Yanagihara, Hironori Fujisawa, Kentaro Hayashi, Ke-Hai Yuan 

Publication date: 9 October 2013

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.hmj/1372180510

Recommendations

• Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
• Iterative bias correction of the cross-validation criterion
• Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
• Linear Model Selection by Cross-Validation
• Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition

zbMATH Keywords

model selectionasymptotic expansionstructural equation modelmodel misspecificationbias correctioncross-validation criterionpredictive discrepancysample discrepancy function

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Statistical ranking and selection procedures (62F07)

Cites Work

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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
• Evaluation of alternative model selection criteria in the analysis of unimodal response curves using CART
• Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
• 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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