Bias and variance reduction techniques for bootstrap information criteria

DOI10.1007/S10463-009-0237-1zbMATH Open1422.62140OpenAlexW1977517056MaRDI QIDQ904082FDOQ904082

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

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zbMATH Keywords

AICinformation criteriavariance reductionbootstrappingKullback-Leibler informationstatistical functionalhigher-order bias correction

Mathematics Subject Classification ID

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

Cites Work

• Regression and time series model selection in small samples
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• A new look at the statistical model identification
• Bootstrap methods: another look at the jackknife
• On Information and Sufficiency
• Further analysis of the data by Akaike's information criterion and the finite corrections
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• Information criteria and statistical modeling.
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Generalised information criteria in model selection
• Asymptotic theory for information criteria in model selection -- functional approach
• Bootstrapping log likelihood and EIC, an extension of AIC
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bootstrap likelihoods
• Approximate predictive likelihood
• A Note on the Modified Likelihood for Density Estimation

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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