The model selection criterion AICu.

DOI10.1016/S0167-7152(96)00192-7MaRDI QIDQ1380660zbMATH OpenFDO

Authors Robert H. Shumway, Chih-Ling Tsai, Allan McQuarrie

Publication date 1997

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(96)00192-7

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A Bayesian analysis of the minimum AIC procedure
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• Regression and time series model selection in small samples
• Some Comments on C P
• Statistical predictor identification

Cited in

(32)

• Semiparametric regression model selections.
• Model selection using AIC in the presence of one-sided information
• Nonlinear stochastic inflation modelling using SEASETARs.
• Mixture-based clustering for the ordered stereotype model
• Model selection in orthogonal regression
• The impact of unsuspected serial correlations on model selection in linear regression
• Handling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structure
• The generalized linear mixed cluster-weighted model
• Improved model selection criteria for SETAR time series models
• Information criteria for nonlinear time series models
• Erratum to: ``The generalized linear mixed cluster-weighted model
• Model selection criteria in beta regression with varying dispersion
• Clustering bivariate mixed-type data via the cluster-weighted model
• Biclustering models for two-mode ordinal data
• Bias of the corrected AIC criterion for underfitted regression and time series models
• scientific article; zbMATH DE number 3974093 (Why is no real title available?)
• scientific article; zbMATH DE number 1219611 (Why is no real title available?)
• An iterative approach to variable selection based on the kullback-leibler information
• scientific article; zbMATH DE number 1034044 (Why is no real title available?)
• Regression Model Selection—A Residual Likelihood Approach
• scientific article; zbMATH DE number 1911039 (Why is no real title available?)
• Predictive density criterion for SETAR models
• A deviance-based criterion for model selection in GLM
• Hypothesis Testing for Mixture Model Selection
• A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
• Simultaneous variable selection for heteroscedastic regression models
• scientific article; zbMATH DE number 7647984 (Why is no real title available?)
• On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models
• A jackknife type approach to statistical model selection
• On the number of components for matrix-variate mixtures: a comparison among information criteria
• Bootstrap-based model selection criteria for beta regressions
• Constrained regression model selection

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