Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy

DOI10.1016/J.STAMET.2005.05.002MaRDI QIDQ713660zbMATH OpenOpenAlexFDO

Authors Simon L. Davies, A. A. Neath, Joseph E. Cavanaugh

Publication date 19 October 2012

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2005.05.002

zbMATH Keywords

AICAkaike information criterionKullback-Leibler informationAICC

Mathematics Subject Classification ID

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

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• A new look at the statistical model identification
• Approximations for the Psi (Digamma) Function
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Further analysis of the data by Akaike's information criterion and the finite corrections
• How Biased is the Apparent Error Rate of a Prediction Rule?
• Linear Model Selection by Cross-Validation
• Regression and time series model selection in small samples
• Robust Statistics
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Unifying the derivations for the Akaike and corrected Akaike information criteria.

Cited in

(16)

• A note on the generalised cross-validation criterion in linear model selection
• Selection criteria based on Monte Carlo simulation and cross validation in mixed models
• Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
• A survey of cross-validation procedures for model selection
• Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
• A class of cross-validatory model selection criteria
• Asymptotic biases of information and cross-validation criteria under canonical parametrization
• An alternate approach to pseudo-likelihood model selection in the generalized linear mixed modeling framework
• Bootstrap-based model selection criteria for beta regressions
• The connection between cross-validation and Akaike information criterion in a semiparametric family
• Estimating the Kullback–Liebler risk based on multifold cross‐validation
• Model selection criteria based on computationally intensive estimators of the expected optimism
• Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition
• Model selection criteria based on cross-validatory concordance statistics
• Criteria for Linear Model Selection Based on Kullback's Symmetric Divergence
• An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure

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