Optimal information criteria minimizing their asymptotic mean square errors

DOI10.1007/S13571-016-0115-9zbMATH Open1358.62029OpenAlexW2341493365MaRDI QIDQ506001FDOQ506001

Authors: Haruhiko Ogasawara 

Publication date: 27 January 2017

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-016-0115-9

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zbMATH Keywords

Kullback-Leibler distanceAkaike information criterionasymptotic biasasymptotic mean square errorTakeuchi information criterion

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cited In (4)

• An asymptotic equivalence of the cross-data and predictive estimators
• PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS
• Improving weighted information criterion by using optimization
• Asymptotic cumulants of some information criteria

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