Model selection rates of information based criteria

DOI10.1214/13-EJS861zbMATH Open1283.62083OpenAlexW2026725566MaRDI QIDQ384268FDOQ384268

Authors: Ashok Chaurasia, Ofer Harel 

Publication date: 27 November 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1385479509

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• scientific article; zbMATH DE number 3926015

zbMATH Keywords

BICAICgeneralized linear modelslinear modelsdiscrete process mean functionmodel selection ratemultiple linear regresion

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

Cites Work

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Cited In (12)

• Some selection criteria for nested binary choice models: a comparative study
• The ABC of model selection: AIC, BIC and the new CIC
• Information criteria: how do they behave in different models?
• Title not available (Why is that?)
• A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION
• Model selection via information criteria
• An introduction to the Bayes information criterion: theoretical foundations and interpretation
• Selecting nonlinear stochastic process rate models using information criteria
• The probability to select the correct model using likelihood-ratio based criteria in choosing between two nested models of which the more extended one is true
• Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series
• Model selection based on tracking interval under unified hybrid censored samples
• Title not available (Why is that?)

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