A class of cross-validatory model selection criteria
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Publication:372591
DOI10.32917/hmj/1372180510zbMath1294.62134MaRDI QIDQ372591
Kentaro Hayashi, Hirokazu Yanagihara, Hironori Fujisawa, 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
asymptotic expansion; model selection; bias correction; model misspecification; structural equation model; cross-validation criterion; predictive discrepancy; sample discrepancy function
62H25: Factor analysis and principal components; correspondence analysis
62F07: Statistical ranking and selection procedures
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Asymptotic biases of information and cross-validation criteria under canonical parametrization, A family of the information criteria using the phi-divergence for categorical data
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