Estimation of the expected Kullback-Leibler information is the basis for deriving the Akaike information criterion (AIC) and its corrected version AICc. Both criteria were designed for selecting multivariate regression models with an appropriateness of AICc for small sample cases. In the work presented here, two new small sample AIC corrections are derived for multivariate regression model selection. The proposed AIC corrections are based on asymptotic approximation of bootstrap-type estimates...[Show more]
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