Asymptotic biases of information and cross-validation criteria under canonical parametrization

DOI10.1080/03610926.2017.1422759MaRDI QIDQ5078294zbMATH OpenOpenAlexFDO

Authors Haruhiko Ogasawara

Publication date 23 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1422759

zbMATH Keywords

Akaike information criterionexponential family of distributionsinfinitely divisibleleave-\(k\)-out methodTakeuchi information criterion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Multivariate distribution of statistics (62H10)

Recommendations

• Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
• Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
• scientific article; zbMATH DE number 2062404
• Information criteria and cross validation for Bayesian inference in regular and singular cases
• A note on a power function of tukey' test for comparing three normal means with unequal sample sizes
• Information theoretic criteria in non-parametric density estimation. Bias and variance in the infinite dimensional case
• Further asymptotic properties of the generalized information criterion

Cites work

• A class of cross-validatory model selection criteria
• Asymptotic cumulants of some information criteria
• Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
• Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case
• Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
• Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
• Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
• Cross-validation methods
• Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases
• scientific article; zbMATH DE number 3483405 (Why is no real title available?)
• scientific article; zbMATH DE number 3553528 (Why is no real title available?)
• scientific article; zbMATH DE number 512575 (Why is no real title available?)
• scientific article; zbMATH DE number 1034043 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Iterative bias correction of the cross-validation criterion
• Mean Square Error of Prediction as a Criterion for Selecting Variables
• Measures of multivariate skewness and kurtosis with applications
• Modified AIC and Cp in multivariate linear regression
• On Information and Sufficiency
• Regression and time series model selection in small samples

Cited in

(1)

• The connection between cross-validation and Akaike information criterion in a semiparametric family

This page was built for publication: Asymptotic biases of information and cross-validation criteria under canonical parametrization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5078294)