Asymptotic criteria for model selection

DOI10.1007/BF01719613MaRDI QIDQ796947zbMATH OpenFDO

Authors H. Linhart, P. Volkers

Publication date 1984

Published in OR Spektrum (Search for Journal in Brave)

zbMATH Keywords

model selectionapproximation to the expected discrepancyasymptotic distribution of minimum discrepancy estimators

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Fitting autoregressive models for prediction
• Maximum Likelihood Estimation of Misspecified Models
• Some recent advances in time series modeling
• The choice of approximative models in nonlinear regression

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(17)

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• Statistical model selection criteria
• Asymptotics of AIC, BIC, and RMSEA for model selection in structural equation modeling
• scientific article; zbMATH DE number 2154437 (Why is no real title available?)
• The Barrett–Crane model: asymptotic measure factor
• On the distribution function of various model selection criteria with stochastic regressors
• Asymptotic efficiency of model selection criteria: the nonzero mean gaussian ar(∞) case
• scientific article; zbMATH DE number 5356146 (Why is no real title available?)
• Asymptotic theory for information criteria in model selection -- functional approach
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
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• Model selection criteria based on computationally intensive estimators of the expected optimism

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