Asymptotic post-selection inference for the Akaike information criterion

DOI10.1093/BIOMET/ASY018zbMATH Open1499.62099OpenAlexW2806539381MaRDI QIDQ4561017FDOQ4561017

Authors: Ali Charkhi, Gerda Claeskens 

Publication date: 10 December 2018

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/617780

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zbMATH Keywords

model selectionconfidence regionAkaike information criterionpost-selection inferencelikelihood model

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Cited In (15)

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• Post-averaging inference for optimal model averaging estimator in generalized linear models
• Optimal model averaging for divergent-dimensional Poisson regressions
• Selective inference for additive and linear mixed models
• Focused model selection for linear mixed models with an application to whale ecology
• Penalized estimating equations for generalized linear models with multiple imputation
• Bootstrapping some GLM and survival regression variable selection estimators
• Uniformly valid inference based on the Lasso in linear mixed models
• Optimal finite sample post-selection confidence distributions in generalized linear models
• Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
• More Powerful Selective Inference for the Graph Fused Lasso
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• Prediction intervals for GLMs, GAMs, and some survival regression models
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