Regression and time series model selection using variants of the Schwarz information criterion

Communications in Statistics - Theory and Methods

Volumn 26, Issue 3, 1997, Pages 559-580

  Neath, Andrew A ^a   Cavanaugh, Joseph E ^b  

^a SOUTHERN ILLINOIS UNIVERSITY EDWARDSVILLE   (United States)

^b UNIVERSITY OF MISSOURI   (United States)

Author keywords

Bayesian analysis; Decision theory; Fisher information; Information theory; Multiple linear regression; State space model

Indexed keywords

COMPUTER SIMULATION; DECISION THEORY; INFORMATION THEORY; MATHEMATICAL MODELS; STATE SPACE METHODS; TIME SERIES ANALYSIS;

BAYESIAN ANALYSIS; FISHER INFORMATION; MULTIPLE LINEAR REGRESSION; SCHWARZ INFORMATION CRITERION (SIC);

REGRESSION ANALYSIS;

EID: 0031084370     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929708831934     Document Type: Article

References (16)

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