Bias Corrections of some Criteria for Selecting Multivariate Linear Models in a General Nonnormal Case

American Journal of Mathematical and Management Sciences

Volumn 25, Issue 3-4, 2005, Pages 221-258

  Fujikoshi, Yasunori ^a   Yanagihara, Hirokazu ^b   Wakaki, Hirofumi ^a  

^a HIROSHIMA UNIVERSITY   (Japan)

^b UNIVERSITY OF TSUKUBA   (Japan)

Author keywords

AIC; Asymptotic expansion; Bias correction; Bootstrap; EIC; Mallowsp; Model misspecification; Multivariate linear regression model; Nonnormality; Selection of variables; TIC

Indexed keywords

LINEAR SYSTEMS; MULTIVARIABLE CONTROL SYSTEMS; REGRESSION ANALYSIS;

AIC; ASYMPTOTIC EXPANSION; BIAS CORRECTION; BOOTSTRAP; EIC; MALLOWS' CP; MODEL MISSPECIFICATION; MULTIVARIATE LINEAR REGRESSION MODEL; NONNORMALITY; SELECTION OF VARIABLES;

MATHEMATICAL MODELS;

EID: 33645894835     PISSN: 01966324     EISSN: None     Source Type: Journal    
DOI: 10.1080/01966324.2005.10737651     Document Type: Article

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