scientific article; zbMATH DE number 1034048
From MaRDI portal
Publication:4344416
zbMath0926.62077MaRDI QIDQ4344416
Robert H. Shumway, Joseph E. Cavanaugh
Publication date: 2 December 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of information-theoretic topics (62B10)
Related Items
Model selection criteria based on cross-validatory concordance statistics ⋮ The comparison study of the model selection criteria on the Tobit regression model based on the bootstrap sample augmentation mechanisms ⋮ THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK ⋮ Latent class DEDICOM ⋮ Prediction intervals in the beta autoregressive moving average model ⋮ Bias and variance reduction techniques for bootstrap information criteria ⋮ Bootstrap-based model selection criteria for beta regressions ⋮ Model selection by resampling penalization ⋮ A jackknife type approach to statistical model selection ⋮ A large-sample model selection criterion based on Kullback's symmetric divergence ⋮ Consistent dynamic affine mortality models for longevity risk applications ⋮ An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models ⋮ Optimal information criteria minimizing their asymptotic mean square errors ⋮ Constrained regression model selection ⋮ An improved Akaike information criterion for state-space model selection ⋮ A regression model selection criterion based on bootstrap bumping for use with resistant fitting. ⋮ An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework ⋮ Beta seasonal autoregressive moving average models ⋮ Bootstrap variants of the Akaike information criterion for mixed model selection ⋮ Asymptotic bootstrap corrections of AIC for linear regression models ⋮ Controlling the error probabilities of model selection information criteria using bootstrapping