In this paper we aim to compare the performance of three different Bayesian model averaging (or mixture) methods applied to regression dynamic linear models for beverage data from Zimbabwe. The models are chosen to reflect different plausible causal structures of association between beverage sales and other variables, thought to influence beverage sales, such as prices, temperature and maize cr...

The Akaike Information Criterion, AIC (Akaike, 1973), and a bias-corrected version, Aicc (Sugiura, 1978; Hurvich & Tsai, 1989) are two methods for selection of regression and autoregressive models. Both criteria may be viewed as estimators of the expected Kullback-Leibler information. The bias of AIC and AICC is studied in the underfitting case, where none of the candidate models includes the t...

We develop a version of the Corrected Akaike Information Criterion (AICC) suitable for selection of an h-step-ahead linear predictor for a weakly stationary time series in discrete time. A motivation for this criterion is provided in terms of a generalized Kullback-Leibler information which is minimized at the optimal h-step predictor, and which is equivalent to the ordinary Kullback-Leibler in...

This study aims at better understanding the long-term relationships among the software engineering capabilities and business performance of the representative IT firms in Japan. We conducted longitudinal analyses on standardized software engineering capability scores of three surveys and tenyear business performance from 151 firms. Through panel analyses of the best Akaike Information Criteria ...

The Akaike (1973, 1974) information criterion, AIC, and the corrected Akaike information criterion (Hurvich and Tsai, 1989), AICc, were both designed as estimators of the expected Kullback-Leibler discrepancy between the model generating the data and a tted candidate model. AIC is justiied in a very general framework, and as a result, ooers a crude estimator of the expected discrepancy: one whi...

The Tracy-Widom distribution is used to determine the false alarm rate of information theoretic methods that statistically estimate the number of sources in a multichannel receiver input. The Tracy-Widom distribution is the limiting distribution for the largest eigenvalue of a covariance matrix having a central white Wishart distribution. Such covariance matrices are produced by the output of m...

本報は，葛葉・水木（2021a）（前報）を補足するものである．前報では，T年確率水文量の算定手順に関し，修正SLSC法を用いた手法を提示した．しかし，その手法では，そこで問題にした「2重の規準の問題」は解決できない．通常，我々は，A-規準（L-moment，対数尤度など）によって母数を推定し，B-規準（SLSC，AICなど）によって確率分布間の優劣を評価して最適な確率分布を選定する．しかし，A-規準とB-規準が異なるのは問題である．これを解決するために，最尤法で母数を推定してAICなどの情報量による規準値で確率分布間の比較をすればよいことは，最尤法とAIC等の情報量規準の関係ゆえ，おそらく多くの研究者が気づいていると考える．