𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The weighted average information criterion for multivariate regression model selection

✍ Scribed by Tiee-Jian Wu; Pinyuen Chen; Yanjun Yan


Book ID
119367261
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
229 KB
Volume
93
Category
Article
ISSN
0165-1684

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The weighted average information criteri
✍ Tiee-Jian Wu; Alfred Sepulveda πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 556 KB

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