Asymptotic cumulants of some information criteria

DOI10.5183/JJSCS.1512001_225zbMATH Open1384.62019OpenAlexW241703522MaRDI QIDQ4606375FDOQ4606375

Authors: Haruhiko Ogasawara 

Publication date: 7 March 2018

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs.1512001_225

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zbMATH Keywords

Kullback-Leibler distanceAkaike information criterioncanonical parametersTakeuchi information criterionBayes modal estimatorshigher-order bias correction

Mathematics Subject Classification ID

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

Cites Work

• Algorithm 610: A Portable FORTRAN Subroutine for Derivatives of the Psi Function
• Estimating the dimension of a model
• Negative binomial and mixed poisson regression
• Regression and time series model selection in small samples
• Title not available (Why is that?)
• Title not available (Why is that?)
• Negative Binomial Regression
• On Information and Sufficiency
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Title not available (Why is that?)
• On the Asymptotic Distribution of Differentiable Statistical Functions
• The bootstrap and Edgeworth expansion
• Model Selection and Multimodel Inference
• Further analysis of the data by Akaike's information criterion and the finite corrections
• An invariant form for the prior probability in estimation problems
• Title not available (Why is that?)
• Information criteria and statistical modeling.
• Generalised information criteria in model selection
• Bias adjustment minimizing the asymptotic mean square error
• Title not available (Why is that?)
• Cornish-Fisher expansions using sample cumulants and monotonic transformations
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Bias correction of AIC in logistic regression models
• Asymptotic theory for information criteria in model selection -- functional approach
• Bias-corrected AIC for selecting variables in Poisson regression models
• Bootstrapping log likelihood and EIC, an extension of AIC
• On distribution of AIC in linear regression models
• Asymptotic cumulants of some information criteria
• Accurate confidence intervals in regression analyses of non-normal data
• On the multivariate asymptotic distribution of sequential chi-square statistics
• Assessing the error probability of the model selection test
• Simple formula for calculating bias-corrected AIC in generalized linear models

Cited In (9)

• Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases
• Further asymptotic properties of the generalized information criterion
• Asymptotic distributions of empirical interaction information
• Title not available (Why is that?)
• Cumulative measures of information and stochastic orders
• Title not available (Why is that?)
• Optimal information criteria minimizing their asymptotic mean square errors
• Asymptotic cumulants of some information criteria
• Asymptotic biases of information and cross-validation criteria under canonical parametrization

Uses Software

• R
• PSIFN
• Algorithm 610
• COUNT

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