On distribution of AIC in linear regression models

Journal of Statistical Planning and Inference

Volumn 133, Issue 2, 2005, Pages 417-433

  Yanagihara, Hirokazu ^a,c   Ohmoto, Chihiro ^b,d  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^b HIROSHIMA UNIVERSITY   (Japan)

^c UNIVERSITY OF TSUKUBA   (Japan)

^d Yokota Junior High School   (Japan)

Author keywords

Akaike information criterion; Asymptotic distribution; Asymptotic expansion; Asymptotic kurtosis; Asymptotic skewness; Asymptotic variance; Confidence interval; Linear regression model; Maximum likelihood estimator; Non centrality parameter

Indexed keywords

EID: 18944384763     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.03.016     Document Type: Article

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