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The information criterion in model selection

โœ Scribed by Roger W. Klein


Book ID
116098727
Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
331 KB
Volume
3
Category
Article
ISSN
0165-1765

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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