Informational complexity criteria for regression models (original) (raw)

Model Selection with Information Complexity Multiple Linear Regression Viewpoints Model Selection with Information Complexity in Multiple Linear Regression Modeling

Prof. Hamparsum Bozdogan

2011

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Akaike's information criterion and recent developments in information complexity

Prof. Hamparsum Bozdogan

Journal of Mathematical Psychology, 2000

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Model Selection with Information Complexity in Multiple Linear Regression Modeling

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Model selection under misspecification using information complexity

Hamparsum Bozdogan

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A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large

Yasunori Fujikoshi

Electronic Journal of Statistics, 2015

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Model selection in regression linear: a simulation based on akaike’s information criterion

Open Darnius

Journal of Physics: Conference Series, 2019

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Alternative Definitions of Complexity for Practical Applications of Model Selection Criteria

Teddy Craciunescu

Complexity

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Choice is suffering: A Focused Information Criterion for model selection

Manuel Frondel, H. Dette

Economic Modelling, 2012

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The information criterion in model selection

Roger Klein

Economics Letters, 1979

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Controlling the error probabilities of model selection information criteria using bootstrapping

Scott Lidgard

Journal of Applied Statistics, 2019

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Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation

Yuhong Yang

Biometrika, 2005

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The theory of econometric model selection

Kim Sawyer

1980

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Model Selection and Inference: A Practical Information-Theoretic Approach

Surekha Mudivarthy

Journal of the American Statistical Association, 2000

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Information criteria: How do they behave in different models?

Fortunato Silva de Menezes

Computational Statistics & Data Analysis, 2014

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Measuring model complexity with the prior predictive.

wolf vanpaemel

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Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity

Prof. Hamparsum Bozdogan

2020

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Bayesian measures of model complexity and fit

David John

Journal of The Royal Statistical Society Series B-statistical Methodology, 2002

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Review of the Book Titled "Information and Complexity in Statistical Modeling" by Jorma Rissanen, Published by Springer, N. Y., 2007

Dr. Soubhik Chakraborty

Electronic Journal of Applied Statistical Analysis, 2011

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Information Complexity Criterion for Model Selection in Robust Regression Using A New Robust Penalty Term

Mehmet Cankaya

arXiv (Cornell University), 2020

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Incorporating Parameter Estimability Into Model Selection

Mark Taper

Frontiers in Ecology and Evolution, 2019

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Parametric or nonparametric? A parametricness index for model selection

Yuhong Yang

The Annals of Statistics, 2011

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A comparative study of information criteria for model selection

Michael Small

2006

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Further asymptotic properties of the generalized information criterion

Ian Mcleod

Electronic Journal of Statistics, 2012

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A Robust and Diagnostic Information Criterion for Selecting Regression Models

Anthony Atkinson

JOURNAL OF THE JAPAN STATISTICAL SOCIETY, 2008

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A jackknife type approach to statistical model selection

Леонид Решетов

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Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions

Prof. Hamparsum Bozdogan

Psychometrika, 1987

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An Information Theoretic Approach to Econometrics

Ron Mittelhammer

2011

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Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics

Herman Van Dijk

2003

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