Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case (Q2493133)

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Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
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    Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case (English)
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    9 June 2006
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    bias reduction
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    influence of non-normality
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    Kullback--Leibler information
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    Jackknife method
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    model misspecification
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    normality assumption
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    predicted residuals
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    selection of variables
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    robustness
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