Asymptotic criteria for model selection

DOI10.1007/BF01719613zbMATH Open0544.62079MaRDI QIDQ796947FDOQ796947

Authors: H. Linhart, P. Volkers 

Publication date: 1984

Published in: OR Spektrum (Search for Journal in Brave)

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zbMATH Keywords

model selectionapproximation to the expected discrepancyasymptotic distribution of minimum discrepancy estimators

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

Cites Work

• Title not available (Why is that?)
• Maximum Likelihood Estimation of Misspecified Models
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Fitting autoregressive models for prediction
• Some recent advances in time series modeling
• The choice of approximative models in nonlinear regression

Cited In (17)

• Title not available (Why is that?)
• A Modified Akaike Criterion for Model Choice in Generalized Linear Models
• Title not available (Why is that?)
• A deviance-based criterion for model selection in GLM
• Model selection criteria based on computationally intensive estimators of the expected optimism
• Title not available (Why is that?)
• Title not available (Why is that?)
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Quasi Akaike and quasi Schwarz criteria for model selection: a surprising consistency result
• Statistical model selection criteria
• Asymptotic theory for information criteria in model selection -- functional approach
• The Barrett–Crane model: asymptotic measure factor
• Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case
• Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling
• Title not available (Why is that?)
• On the distribution function of various model selection criteria with stochastic regressors
• Title not available (Why is that?)

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