The Focused Information Criterion

Journal of the American Statistical Association

Volumn 98, Issue 464, 2003, Pages 900-916

  Claeskens, Gerda ^a   Hjort, Nils Lid ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b UNIVERSITY OF OSLO   (Norway)

Author keywords

Akaike's information criterion; Bias and variance balance; Focused information criterion; Logistic regression; Moderate misspecification; Variable selection

Indexed keywords

EID: 1142265325     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214503000000819     Document Type: Review

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