(1993), “A corrected Akaike information criterion for vector autoregressive model selection”, J. of Time Series Analysis , 14 , 271–279.CM. Hurvich, CL. Tsai: A corrected Akaike information criterion for vector autoregressive model selection, J. of Time Series Analysis, 14, 271–279 (...
existingestat icandestimates statscommands now support two new model-selection criteria: corrected Akaike information criterion (AICc) and consistent AIC (CAIC). The new optionalldisplays all available information criteria. The new optiondf()specifies the degrees of freedom to compute the information ...
The evaluation of an Akaike information criterion (AIC), KIC is considered. Kullback information criterion (KIC) is an approximately unbiased estimator for a risk function based on the Kullback's symmetric divergence. However, when the sample size is small, or when it is large and the dimension...
The Akaike Information Criterion, AIC (Akaike, 1973), and a bias-corrected version, AICC(Sugiura, 1978; Hurvich & Tsai, 1989) are two methods for selection... C Hurvich - 《Biometrika》 被引量: 327发表: 1991年 Corrected version of AIC for selecting multivariate normal linear regression mod...
(least absolute shrinkage and selection operator)-based algorithm with Akaike Information Criterion, which was also used for finding convergent shifts towards similar optimal values. In total, we detected 12,017 cases of expression convergence in 4,308 orthogroups. Setting the thresholds for gene ...
In this section,we introduce relevant notation and brie,y review the bootstrap bias estimation of an arbitrary statistic as well as the bootstrap bias-correction(cf.also [5,4]).The scoring-functions commonly used for graphical models such as the Akaike Information Criterion(AIC), the Bayesian ...
techniques with functions from the ‘sads’R Package40(supplementary info page 13). The support that each data set provide for each of these three competing models was gauged by Akaike Information Criterion (AIC) and also by the Bayesian Information Criterion (BIC). (supplementary info page 6)...
This paper derives a consistent and bias corrected extension of Akaike's Information Criterion (AIC), AICbc, based on Kullback-Leibler information. This criterion has terms that penalize the overparametrization more strongly for small and large samples than that of AIC. The overfitting problem of ...
The accuracy of fit with the measured data was assessed according to the minimum Akaike information criterion. The best fit was given by the logarithmic and inverse Kovács' formulas among one- and two-parameter linear regression equations, respectively. Exponential formulas produced a better fit ...
(1998). A note on the corrected Akaike information criterion for the threshold autoregressive models. Journal of Time Series Analysis, 19: 113- 124.Wong, C. S. and Li, W. K. (1998), A Note on the Corrected Akaike Information Criterion for Threshold Autoregressive Models, Journal of Time ...