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

DOI10.1016/J.JSPI.2012.03.007zbMATH Open1244.62100OpenAlexW2130267545MaRDI QIDQ433781FDOQ433781

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/

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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)

Cites Work

• On Information and Sufficiency
• Constrained Statistical Inference
• Title not available (Why is that?)
• Title not available (Why is that?)
• Model selection using AIC in the presence of one-sided information
• An Akaike-type information criterion for model selection under inequality constraints
• An information criterion for parameters under a simple order restriction

Cited In (9)

• Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models
• Extension of the Schwarz information criterion for models sharing parameter boundaries
• Title not available (Why is that?)
• Bayesian comparison of models with inequality and equality constraints
• Frequentist model averaging under inequality constraints
• Title not available (Why is that?)
• An Akaike-type information criterion for model selection under inequality constraints
• Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix
• An information criterion for parameters under a simple order restriction

Uses Software

• IMSL Numerical Libraries

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