๐”– Bobbio Scriptorium
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Focused vector information criterion model selection and model averaging regression with missing response

โœ Scribed by Zhimeng Sun, Zhi Su, Jingyi Ma


Book ID
120744715
Publisher
Springer
Year
2013
Tongue
English
Weight
287 KB
Volume
77
Category
Article
ISSN
0026-1335

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We propose a consistent criterion for model order selection in the model identification phase of time series and regression, based on a weighted average of an asymptotically efficient selection criterion, AICC (bias-corrected Akaike information criterion) and a consistent selection criterion, BIC (A