Regression and ICOMP—A Simulation Study

DOI10.1080/03610910600716910zbMATH Open1093.62010OpenAlexW2056521005MaRDI QIDQ5481737FDOQ5481737

Authors: Allan E. Clark, C. G. Troskie 

Publication date: 10 August 2006

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910600716910

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zbMATH Keywords

tablesmodel selectioninformation criteriasimulation studyFisher information matrixcollinearityinformation complexityKullbach Leibler distance

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05)

Cites Work

• Estimating the dimension of a model
• Regression and time series model selection in small samples
• Title not available (Why is that?)
• On Information and Sufficiency
• Informational complexity criteria for regression models.
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Title not available (Why is that?)
• Akaike's information criterion and recent developments in information complexity
• On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models
• Title not available (Why is that?)
• Kolmogorov's contributions to information theory and algorithmic complexity
• A Comparison of Ridge Estimators

Cited In (1)

• Time Series and Model Selection

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