Akaike's Information Criterion, Cp and Estimators of Loss for Elliptically Symmetric Distributions

DOI10.1111/INSR.12052zbMath1416.62296arXiv1308.2766OpenAlexW1844320581WikidataQ56390538 ScholiaQ56390538MaRDI QIDQ4968610

Stephane Canu, Dominique Fourdrinier, Martin T. Wells, William E. Strawderman, Aurélie Boisbunon

Publication date: 16 July 2019

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.2766

zbMATH Keywords

unbiasednessvariable selectionloss estimationStein identitySUREspherically and elliptically symmetric distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

Unbiased risk estimates for matrix estimation in the elliptical case ⋮ Data based loss estimation of the mean of a spherical distribution with a residual vector ⋮ Inadmissibility of the corrected Akaike information criterion ⋮ Improved loss estimation for a normal mean matrix

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