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New AIC corrected variants for multivariate linear regression model selection

Seghouane, Abd-Krim


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]

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
Source: IEEE Transactions on Aerospace and Electronic Systems
DOI: 10.1109/TAES.2011.5751249


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