Modification of AIC-type criterion in multivariate normal linear regression with a future experiment
نویسندگان
چکیده
منابع مشابه
High-Dimensional AIC and Consistency Properties of Several Criteria in Multivariate Linear Regression
The AIC and Cp and their modifications have been proposed for multivariate linear regression models under a large-sample framework when the sample size n is large, but the dimension p is fixed. In this paper, first we propose a high-dimensional AIC (denoted by HAIC) which is approximately unbiased estimator of the risk under a highdimensional framework such that p/n → c ∈ (0, 1). It is noted th...
متن کاملA Consistency Property of the AIC for Multivariate Linear Models
It is common knowledge that the Akaike’s information criterion (AIC) is not a consistent model selection criterion. This inconsistency property has been confirmed from an asymptotic selection probability evaluated from a large-sample asymptotic framework. However, when a high-dimensional asymptotic framework, such that the dimension of the response variables and the sample size are approaching ...
متن کاملprevalence of atopic dermatitis in children with type 1 diabetes mellitus in southeastern of iran (kerman province): a case-control study
چکیده ندارد.
15 صفحه اولa new type-ii fuzzy logic based controller for non-linear dynamical systems with application to 3-psp parallel robot
abstract type-ii fuzzy logic has shown its superiority over traditional fuzzy logic when dealing with uncertainty. type-ii fuzzy logic controllers are however newer and more promising approaches that have been recently applied to various fields due to their significant contribution especially when the noise (as an important instance of uncertainty) emerges. during the design of type- i fuz...
15 صفحه اولAsymptotic bootstrap corrections of AIC for linear regression models
The Akaike information criterion, AIC, and its corrected version, AICc are two methods for selecting normal linear regression models. Both criteria were designed as estimators of the expected Kullback–Leibler information between the model generating the data and the approximating candidate model. In this paper, two new corrected variants of AIC are derived for the purpose of small sample linear...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Hiroshima Mathematical Journal
سال: 2000
ISSN: 0018-2079
DOI: 10.32917/hmj/1206124767