Bootstrapping Log Likelihood and EIC, an Extension of AIC
| Year of publication: |
1997
|
|---|---|
| Authors: | Ishiguro, Makio ; Sakamoto, Yosiyuki ; Kitagawa, Genshiro |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 49.1997, 3, p. 411-434
|
| Publisher: |
Springer |
| Subject: | Log likelihood | AIC | bootstrap | MLE | information criterion | model selection | estimator selection | bias correction | expected log likelihood | penalized log likelihood | predictive distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395849