Inadmissibility of the corrected Akaike information criterion-Reference-Cited by-同舟云学术

Inadmissibility of the corrected Akaike information criterion

Published:2024-05-01 Issue:2 Volume:30 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Matsuda Takeru¹

Affiliation:

1. Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo, 113-8656, Japan

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Reference39 articles.

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2. Akaike, H. (1973). Information theory and an extension of the maximum likelihood principle. In Second International Symposium on Information Theory (Tsahkadsor, 1971) 267–281. Budapest: Akadémiai Kiadó.

3. Cavanaugh, J.E. (1997). Unifying the derivations for the Akaike and corrected Akaike information criteria. Statist. Probab. Lett. 33 201–208. 10.1016/S0167-7152(96)00128-9

4. Hurvich, C.M. and Tsai, C.-L. (1989). Regression and time series model selection in small samples. Biometrika 76 297–307. 10.1093/biomet/76.2.297

5. Efron, B. and Morris, C. (1976). Multivariate empirical Bayes and estimation of covariance matrices. Ann. Statist. 4 22–32.

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