ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA

DOI10.5183/jjscs.1512001_225zbMath1384.62019OpenAlexW241703522MaRDI QIDQ4606375

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

zbMATH Keywords

Akaike information criterionKullback-Leibler distancecanonical parametersTakeuchi information criterionBayes modal estimatorshigher-order bias correction

Mathematics Subject Classification ID

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

Related Items (3)

Asymptotic biases of information and cross-validation criteria under canonical parametrization ⋮ Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases ⋮ ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA

Uses Software

• R
• PSIFN
• Algorithm 610
• COUNT

Cites Work

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