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Volumn 84, Issue 3, 1997, Pages 707-716

Modified AIC and Cp in multivariate linear regression

Author keywords

Akaike information criterion; Bias properties; Mallows' Cp criterion; Modified AIC; Modified Cp; Multivariate linear regression; Selection of variables

Indexed keywords


EID: 0001464725     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.3.707     Document Type: Article
Times cited : (117)

References (10)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • Ed. B. N. Petrov and F. Csáki, Budapest: Akadémia Kiado
    • AKAIKE, H. (1973). Information theory and an extension of the maximum likelihood principle. In 2nd International Symposium on Information Theory, Ed. B. N. Petrov and F. Csáki, pp. 267-81. Budapest: Akadémia Kiado.
    • (1973) 2nd International Symposium on Information Theory , pp. 267-281
    • Akaike, H.1
  • 2
    • 0028355223 scopus 로고
    • Model selection for multivariate regression in small samples
    • BEDRICK, E. J. & TSAI, C. L. (1994). Model selection for multivariate regression in small samples. Biometrics 50, 226-31.
    • (1994) Biometrics , vol.50 , pp. 226-231
    • Bedrick, E.J.1    Tsai, C.L.2
  • 3
    • 70349119250 scopus 로고
    • Regression and times series model selection in small samples
    • HURVICH, C. M. & TSAI, C. L. (1989). Regression and times series model selection in small samples. Biometrika 76, 297-307.
    • (1989) Biometrika , vol.76 , pp. 297-307
    • Hurvich, C.M.1    Tsai, C.L.2
  • 4
    • 0000952005 scopus 로고
    • Distribution of matrix variates and latent roots derived from normal samples
    • JAMES, A. T. (1964). Distribution of matrix variates and latent roots derived from normal samples. Ann. Math. Statist. 35, 475-501.
    • (1964) Ann. Math. Statist. , vol.35 , pp. 475-501
    • James, A.T.1
  • 8
    • 0001801337 scopus 로고
    • Statistical aspects of model selection
    • Ed. J. C. Willems, New York: Springer
    • SHIBATA, R. (1989). Statistical aspects of model selection. In From Data to Model, Ed. J. C. Willems, pp. 215-40. New York: Springer.
    • (1989) From Data to Model , pp. 215-240
    • Shibata, R.1
  • 10
    • 84963178774 scopus 로고
    • Further analysis of the data by Akaike's information criterion and the finite corrections
    • SUGIURA, N. (1978). Further analysis of the data by Akaike's information criterion and the finite corrections. Commun. Statist. A 7, 13-26.
    • (1978) Commun. Statist. A , vol.7 , pp. 13-26
    • Sugiura, N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.