Model selection rates of information based criteria

DOI10.1214/13-EJS861MaRDI QIDQ384268zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

AICBICdiscrete process mean functiongeneralized linear modelslinear modelsmodel 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)

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Cited in

(13)

• Information criteria: how do they behave in different models?
• An introduction to the Bayes information criterion: theoretical foundations and interpretation
• Model selection via information criteria
• 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
• A COMPARATIVE STUDY OF INFORMATION CRITERIA FOR MODEL SELECTION
• scientific article; zbMATH DE number 3926015 (Why is no real title available?)
• scientific article; zbMATH DE number 3934190 (Why is no real title available?)
• Information and other criteria in structural equation model selection
• Model selection based on tracking interval under unified hybrid censored samples
• The ABC of model selection: AIC, BIC and the new CIC
• Model-modified BIC as a competitor of BIC variants for model selection in regression and order selection in time series
• Some selection criteria for nested binary choice models: a comparative study

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