scientific article; zbMATH DE number 7647984

MaRDI QIDQ5876287zbMATH OpenFDO

Authors

Publication date 1 February 2023

Full work available at URL https://ph02.tci-thaijo.org/index.php/thaistat/article/view/248022

zbMATH Keywords

frequency of order being selectedmodel selection criterionobserved \(\mathrm{L}_2\) efficiencyperformance

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
• A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
• A large-sample model selection criterion based on Kullback's symmetric divergence
• A new look at the statistical model identification
• A Small Sample Model Selection Criterion Based on Kullback's Symmetric Divergence
• Criteria for Linear Model Selection Based on Kullback's Symmetric Divergence
• Estimating the dimension of a model
• scientific article; zbMATH DE number 3635352 (Why is no real title available?)
• scientific article; zbMATH DE number 1219611 (Why is no real title available?)
• scientific article; zbMATH DE number 6739232 (Why is no real title available?)
• Model Selection for Multivariate Regression in Small Samples
• Regression and time series model selection in small samples
• Regression and time series model selection using variants of the schwarz information criterion
• The model selection criterion AICu.

Cited in

(2)

• A new criterion for confounder selection
• Relative performance of model selection criteria for Cox proportional hazards regression based on Kullback's symmetric divergence

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