Generalization of the order-restricted information criterion for multivariate normal linear models

DOI10.1016/J.JSPI.2012.03.007MaRDI QIDQ433781zbMATH OpenOpenAlexFDO

Authors R. M. Kuiper, Herbert Hoijtink, Mervyn J. Silvapulle

Publication date 6 July 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://osf.io/9dpxm/

zbMATH Keywords

model selectionorder restrictioninequality constrained inferencenormal linear modelorder-restricted information criterion

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

Recommendations

• Model selection under order restriction
• An Akaike-type information criterion for model selection under inequality constraints
• scientific article; zbMATH DE number 2204097
• Generalized information criterion
• An information criterion for parameters under a simple order restriction

Cites work

• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 805110 (Why is no real title available?)
• An Akaike-type information criterion for model selection under inequality constraints
• An information criterion for parameters under a simple order restriction
• Constrained Statistical Inference
• Model selection using AIC in the presence of one-sided information
• On Information and Sufficiency

Cited in

(9)

• Extension of the Schwarz information criterion for models sharing parameter boundaries
• Testing for inequality constraints in singular models by trimming or winsorizing the variance matrix
• An Akaike-type information criterion for model selection under inequality constraints
• An information criterion for parameters under a simple order restriction
• scientific article; zbMATH DE number 2204097 (Why is no real title available?)
• Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models
• scientific article; zbMATH DE number 4018156 (Why is no real title available?)
• Frequentist model averaging under inequality constraints
• Bayesian comparison of models with inequality and equality constraints

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

This page was built for publication: Generalization of the order-restricted information criterion for multivariate normal linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q433781)