메뉴 건너뛰기




Volumn 102, Issue 477, 2007, Pages 244-254

Extending the akaike information criterion to mixture regression models

Author keywords

Akaike information criterion; Cluster analysis; EM algorithm; Mixture models; Model selection; Variable selection

Indexed keywords


EID: 33947277966     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214506000000861     Document Type: Article
Times cited : (58)

References (58)
  • 1
    • 0000501656 scopus 로고
    • Information Theory and an Extension of the Maximum Likelihood Principle
    • eds. B. N. Petrov and F. Csaki, Budapest: Akademia Kiado, pp
    • Akaike, H. (1973), "Information Theory and an Extension of the Maximum Likelihood Principle," in The 2nd International Symposium on Information Theory, eds. B. N. Petrov and F. Csaki, Budapest: Akademia Kiado, pp. 267-281.
    • (1973) The 2nd International Symposium on Information Theory , pp. 267-281
    • Akaike, H.1
  • 2
    • 0002468753 scopus 로고
    • Prediction and Entropy
    • eds. A. C. Atkinson and S. E. Fienberg, New York: Springer-Verlag, pp
    • _ (1985), "Prediction and Entropy," in A Celebration of Statistics, eds. A. C. Atkinson and S. E. Fienberg, New York: Springer-Verlag, pp. 1-24.
    • (1985) A Celebration of Statistics , pp. 1-24
    • Akaike, H.1
  • 7
    • 0017826298 scopus 로고
    • Asymptotic Behaviour of Classification Maximum Likelihood Estimates
    • Bryant, P. G., and Williamson, J. A. (1978), "Asymptotic Behaviour of Classification Maximum Likelihood Estimates," Biometrika, 65, 273-281.
    • (1978) Biometrika , vol.65 , pp. 273-281
    • Bryant, P.G.1    Williamson, J.A.2
  • 8
    • 33947260872 scopus 로고    scopus 로고
    • Burnham, K. P. (2002), Discussion of Bayesian Measures of Model Complexity and Fit, by D. J. Spieglehalter, N. G. Best, B. P. Carlin, and A. van der Linde, Journal of the Royal Statistical Society, Ser. B, 64, 583-639.
    • Burnham, K. P. (2002), Discussion of "Bayesian Measures of Model Complexity and Fit," by D. J. Spieglehalter, N. G. Best, B. P. Carlin, and A. van der Linde, Journal of the Royal Statistical Society, Ser. B, 64, 583-639.
  • 10
  • 11
    • 0034549050 scopus 로고    scopus 로고
    • Denoised Least Squares Estimators: An Application to Estimating Advertising Effectiveness
    • Cai, Z., Naik, P. A., and Tsai, C. L. (2000), "Denoised Least Squares Estimators: An Application to Estimating Advertising Effectiveness," Statistica Sinica, 10, 1231-1241.
    • (2000) Statistica Sinica , vol.10 , pp. 1231-1241
    • Cai, Z.1    Naik, P.A.2    Tsai, C.L.3
  • 14
    • 84947318637 scopus 로고
    • Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
    • Cleveland, W. S., and Devlin, S. J. (1988), "Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting," Journal of the American Statistical Association, 83, 596-610.
    • (1988) Journal of the American Statistical Association , vol.83 , pp. 596-610
    • Cleveland, W.S.1    Devlin, S.J.2
  • 15
    • 0000783733 scopus 로고
    • The Distribution of Quadratic Forms in a Normal System, With Applications to the Analysis of Covariance
    • Cochran, W. G. (1934), "The Distribution of Quadratic Forms in a Normal System, With Applications to the Analysis of Covariance," Proceedings of the Cambridge Philosophical Society, 30, 178-191.
    • (1934) Proceedings of the Cambridge Philosophical Society , vol.30 , pp. 178-191
    • Cochran, W.G.1
  • 16
    • 0002777810 scopus 로고
    • An Analytical Approach for Evaluating Sales Territory Performance
    • Cravens, D. W., Woodruff, R. B., and Stamper, J. C. (1972), "An Analytical Approach for Evaluating Sales Territory Performance," Journal of Marketing, 36, 31-37.
    • (1972) Journal of Marketing , vol.36 , pp. 31-37
    • Cravens, D.W.1    Woodruff, R.B.2    Stamper, J.C.3
  • 18
    • 0001237218 scopus 로고
    • A Maximum Likelihood Methodology for Clusterwise Linear Regression
    • DeSarbo, W. S., and Corn, W. L. (1988), "A Maximum Likelihood Methodology for Clusterwise Linear Regression," Journal of Classification, 5, 249-282.
    • (1988) Journal of Classification , vol.5 , pp. 249-282
    • DeSarbo, W.S.1    Corn, W.L.2
  • 21
    • 77956889087 scopus 로고
    • Reversible-Jump Markov Chain Monte Carlo Computation and Bayesian Model Determination
    • Green, P. J. (1995), "Reversible-Jump Markov Chain Monte Carlo Computation and Bayesian Model Determination," Biometrika, 82, 711-732.
    • (1995) Biometrika , vol.82 , pp. 711-732
    • Green, P.J.1
  • 24
    • 0001354471 scopus 로고
    • A Constraint Formulation of Maximum-Likelihood Estimation for Normal Mixture Distributions
    • Hathaway, R. J. (1985), "A Constraint Formulation of Maximum-Likelihood Estimation for Normal Mixture Distributions," The Annals of Statistics, 13, 795-800.
    • (1985) The Annals of Statistics , vol.13 , pp. 795-800
    • Hathaway, R.J.1
  • 25
    • 21344480167 scopus 로고
    • Comparison of Prediction Methods When Only a Few Components Are Relevant
    • Heiland, I. S., and Almøy, T. (1994), "Comparison of Prediction Methods When Only a Few Components Are Relevant," Journal of the American Statistical Association, 89, 583-591.
    • (1994) Journal of the American Statistical Association , vol.89 , pp. 583-591
    • Heiland, I.S.1    Almøy, T.2
  • 27
    • 70349119250 scopus 로고
    • Regression and Time Series Model Selection in Small Samples
    • Hurvich, C. M., and 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
  • 28
    • 0029095940 scopus 로고
    • Model Selection for Extended Quasi-Likelihood Models in Small Samples
    • _ (1994), "Model Selection for Extended Quasi-Likelihood Models in Small Samples," Biometrics, 51, 1077-1084.
    • (1994) Biometrics , vol.51 , pp. 1077-1084
    • Hurvich, C.M.1    Tsai, C.L.2
  • 30
    • 0030327109 scopus 로고    scopus 로고
    • Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
    • Le, N. D., Martin, R. D., and Raftery, A. E. (1996), "Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models," Journal of the American Statistical Association, 91, 1504-1514.
    • (1996) Journal of the American Statistical Association , vol.91 , pp. 1504-1514
    • Le, N.D.1    Martin, R.D.2    Raftery, A.E.3
  • 31
    • 21144475085 scopus 로고
    • Consistent Estimation of a Mixing Distribution
    • Leroux, B. (1992), "Consistent Estimation of a Mixing Distribution." The Annals of Statistics, 20, 1350-1360.
    • (1992) The Annals of Statistics , vol.20 , pp. 1350-1360
    • Leroux, B.1
  • 33
    • 0001457509 scopus 로고
    • Some Methods for Classification and Analysis of Multivariate Observations
    • Berkeley. CA: University of California Press, pp
    • MacQueen, J. (1967), "Some Methods for Classification and Analysis of Multivariate Observations," in Proceedings of the 5th Berkeley Symposium on Mathematical Statistics and Probability, 1, Berkeley. CA: University of California Press, pp. 281-297.
    • (1967) Proceedings of the 5th Berkeley Symposium on Mathematical Statistics and Probability , vol.1 , pp. 281-297
    • MacQueen, J.1
  • 35
    • 0023570352 scopus 로고
    • On Bootstrapping the Likelihood Ratio Test Statistics for the Number of Components in a Normal Mixture
    • McLachlan, J. G. (1987). "On Bootstrapping the Likelihood Ratio Test Statistics for the Number of Components in a Normal Mixture," Applied Statistics. 36, 318-324.
    • (1987) Applied Statistics , vol.36 , pp. 318-324
    • McLachlan, J.G.1
  • 39
    • 0345551355 scopus 로고    scopus 로고
    • Single-Index Model Selections
    • _ (2001), "Single-Index Model Selections," Biometrika, 88, 821-832.
    • (2001) Biometrika , vol.88 , pp. 821-832
    • Naik, P.A.1    Tsai, C.L.2
  • 40
    • 0000456152 scopus 로고
    • An Extended Quasi-Likelihood Function
    • Nelder, J. A., and Pregibon, D. (1987), "An Extended Quasi-Likelihood Function," Biometrika, 74, 221-232.
    • (1987) Biometrika , vol.74 , pp. 221-232
    • Nelder, J.A.1    Pregibon, D.2
  • 42
    • 0021404166 scopus 로고
    • Mixture Densities. Maximum Likelihood and the EM Algorithm
    • Redner, R. A., and Walker, H. F. (1984), "Mixture Densities. Maximum Likelihood and the EM Algorithm," SIAM Review, 26, 195-239.
    • (1984) SIAM Review , vol.26 , pp. 195-239
    • Redner, R.A.1    Walker, H.F.2
  • 43
    • 33947264535 scopus 로고    scopus 로고
    • Richardson, S. (2002), Discussion of Bayesian Measures of Model Complexity and Fit, by D. J. Spieglehalter, N. G. Best, B. P. Carlin, and A. van der Linde, Journal of the Royal Statistical Society, Ser. B, 64, 583-639.
    • Richardson, S. (2002), Discussion of "Bayesian Measures of Model Complexity and Fit," by D. J. Spieglehalter, N. G. Best, B. P. Carlin, and A. van der Linde, Journal of the Royal Statistical Society, Ser. B, 64, 583-639.
  • 44
    • 84872636119 scopus 로고
    • An Approximate Distribution of Estimates of Variance Components
    • Satterthwaite, F. E. (1946). "An Approximate Distribution of Estimates of Variance Components." Biometrics Bulletin, 2, 110-114.
    • (1946) Biometrics Bulletin , vol.2 , pp. 110-114
    • Satterthwaite, F.E.1
  • 45
    • 0000120766 scopus 로고
    • Estimating the Dimension of a Model
    • Schwarz, G. (1978), "Estimating the Dimension of a Model," The Annals of Statistics, 6, 461-464.
    • (1978) The Annals of Statistics , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 46
    • 0642336882 scopus 로고    scopus 로고
    • An Asymptotic Theory for Linear Model Selection (with discussion)
    • Shao, J. (1997), "An Asymptotic Theory for Linear Model Selection" (with discussion), Statistica Sinica, 7, 221-264.
    • (1997) Statistica Sinica , vol.7 , pp. 221-264
    • Shao, J.1
  • 49
    • 77956887130 scopus 로고
    • An Optimal Selection of Regression Variables
    • Shibata, G. (1981), "An Optimal Selection of Regression Variables," Biometrika, 68, 45-54.
    • (1981) Biometrika , vol.68 , pp. 45-54
    • Shibata, G.1
  • 50
    • 0002872575 scopus 로고
    • Approximate Efficiency of a Selection Procedure for the Number of Regression Variables
    • _ (1984), "Approximate Efficiency of a Selection Procedure for the Number of Regression Variables," Biometrika, 71, 43-49.
    • (1984) Biometrika , vol.71 , pp. 43-49
    • Shibata, G.1
  • 57
    • 0002210265 scopus 로고
    • On the Convergence Properties of the EM Algorithm
    • Wu, C. F. J. (1983), "On the Convergence Properties of the EM Algorithm." The Annals of Statistics, 11, 95-103.
    • (1983) The Annals of Statistics , vol.11 , pp. 95-103
    • Wu, C.F.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.