Asymptotic cumulants of some information criteria
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Cites work
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- Algorithm 610: A Portable FORTRAN Subroutine for Derivatives of the Psi Function
- An invariant form for the prior probability in estimation problems
- Assessing the error probability of the model selection test
- Asymptotic cumulants of some information criteria
- Asymptotic theory for information criteria in model selection -- functional approach
- Bias adjustment minimizing the asymptotic mean square error
- Bias correction of AIC in logistic regression models
- Bias-corrected AIC for selecting variables in Poisson regression models
- Bootstrapping log likelihood and EIC, an extension of AIC
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- Estimating the dimension of a model
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- Further analysis of the data by Akaike's information criterion and the finite corrections
- Generalised information criteria in model selection
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- scientific article; zbMATH DE number 3553528 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
- Information criteria and statistical modeling.
- Model Selection and Multimodel Inference
- Negative binomial and mixed poisson regression
- Negative Binomial Regression
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Cited in
(9)- Further asymptotic properties of the generalized information criterion
- Asymptotic distributions of empirical interaction information
- Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases
- scientific article; zbMATH DE number 4094565 (Why is no real title available?)
- scientific article; zbMATH DE number 605144 (Why is no real title available?)
- Asymptotic cumulants of some information criteria
- Cumulative measures of information and stochastic orders
- Optimal information criteria minimizing their asymptotic mean square errors
- Asymptotic biases of information and cross-validation criteria under canonical parametrization
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