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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
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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005395849
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