Bias and variance reduction techniques for bootstrap information criteria

DOI10.1007/S10463-009-0237-1MaRDI QIDQ904082zbMATH OpenOpenAlexFDO

Authors Genshiro Kitagawa, Sadanori Konishi

Publication date 15 January 2016

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-009-0237-1

zbMATH Keywords

AICinformation criteriavariance reductionbootstrappingKullback-Leibler informationstatistical functionalhigher-order bias correction

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 3984294 (Why is no real title available?)
• scientific article; zbMATH DE number 3553528 (Why is no real title available?)
• scientific article; zbMATH DE number 1034043 (Why is no real title available?)
• scientific article; zbMATH DE number 1034048 (Why is no real title available?)
• A Note on the Modified Likelihood for Density Estimation
• A new look at the statistical model identification
• Approximate predictive likelihood
• Asymptotic theory for information criteria in model selection -- functional approach
• Bootstrap likelihoods
• Bootstrap methods: another look at the jackknife
• Bootstrapping log likelihood and EIC, an extension of AIC
• 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
• Generalised information criteria in model selection
• Information criteria and statistical modeling.
• On Information and Sufficiency
• Regression and time series model selection in small samples

Cited in

(3)

• Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units
• A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
• Permutation bootstrap and the block maxima method

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