Browsing Faculty of Arts and Sciences by Keyword "Akaike information criterion"
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Lookahead and Piloting Strategies for Variable Selection
(International Chinese Statistical Association, 2007)The traditional variable selection problem has attracted renewed atten- tion from statistical researchers due to the recent advances in data collection, es- pecially in fields such as bioinformatics and marketing. In this ... -
Model selection principles in misspecified models
(Wiley-Blackwell, 2013)Model selection is of fundamental importance to high dimensional modelling featured in many contemporary applications. Classical principles of model selection include the Bayesian principle and the Kullback–Leibler divergence ...