메뉴 건너뛰기




Volumn 74, Issue 2, 2006, Pages 161-168

Estimation optimality of corrected AIC and modified Cp in linear regression

Author keywords

AICc; Gauss discrepancy; Kullback Leibler discrepancy; MCp; Model selection criteria

Indexed keywords


EID: 33748320742     PISSN: 03067734     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1751-5823.2006.tb00167.x     Document Type: Article
Times cited : (27)

References (10)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • Eds. B. N. Petrov and F. Csáki. Budapest: Akadémia Kiadó
    • Akaike, H. (1973). Information Theory and an Extension of the Maximum Likelihood Principle. In 2nd International Symposium on Information Theory, Eds. B. N. Petrov and F. Csáki, pp. 267-281. Budapest: Akadémia Kiadó.
    • (1973) 2nd International Symposium on Information Theory , pp. 267-281
    • Akaike, H.1
  • 2
    • 0016355478 scopus 로고
    • A new look at the statistical model identification
    • Akaike, H. (1974). A New Look at the Statistical Model Identification. IEEE Transactions on Automatic Control, AC-19, 716-723.
    • (1974) IEEE Transactions on Automatic Control , vol.AC-19 , pp. 716-723
    • Akaike, H.1
  • 4
    • 0001464725 scopus 로고    scopus 로고
    • p in multivariate linear regression
    • p in Multivariate Linear Regression. Biometrika, 84, 707-716.
    • (1997) Biometrika , vol.84 , pp. 707-716
    • Fujikoshi, Y.1    Satoh, K.2
  • 5
    • 70349119250 scopus 로고
    • Regression and time series model selection in small samples
    • Hurvich, C.M, & Tsai, C.L. (1989). Regression and Time 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
  • 6
    • 0003460870 scopus 로고
    • Kotz, S., Johnson, N.L. & Read, C.B., Eds. New York: Wiley
    • Kotz, S., Johnson, N.L. & Read, C.B., Eds. (1982). Encyclopedia of Statistical Sciences, Volume 2. New York: Wiley.
    • (1982) Encyclopedia of Statistical Sciences, Volume 2 , vol.2
  • 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. Communications in Statistics, A7, 13-26.
    • (1978) Communications in Statistics , vol.A7 , pp. 13-26
    • Sugiura, N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.