A note on bootstrap model selection criterion
β Scribed by Han-Yeong Chung; Kee-Won Lee; Ja-Yong Koo
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 349 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0167-7152
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The Akaike information criterion, AIC, is a widely known and extensively used tool for statistical model selection. AIC serves as an asymptotically unbiased estimator of a variant of Kullback's directed divergence between the true model and a ΓΏtted approximating model. The directed divergence is an
Singh (1998 , Ann. Statist. 20, 1719 -1732.) obtains a general formula for computing the breakdown point for the qth bootstrap quantile of a statistic Tn. Here we study the break-down points for the qth quantile of some second-order accurate bootstrap methods. The breakdown point has to be compute