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Generalised information criteria in model selection |
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| Authors: | KONISHI SADANORI; KITAGAWA GENSHIRO |
| Institution: | Graduate School of Mathematics, Kyushu University 6-10-1 Hakozaki, Higashi-ku, Fukuoka 812, Japan The Institute of Statistical Mathematics 4-6-7 Minami-Azabu, Minato-ku, Tokyo 106, Japan |
| Abstract: | |
| Keywords: | AIC Bayes approach Efficient bootstrap simulation Information criterion M-estimators Penalised likelihood Predictive distribution Statistical functional |
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