Akaike's Information Criterion: Background, Derivation, Properties, and Refinements

[1]  N. Sugiura Further analysts of the data by akaike' s information criterion and the finite corrections , 1978 .

[2]  Robert H. Shumway,et al.  Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples , 1990 .

[3]  Joseph E. Cavanaugh,et al.  Cross validation model selection criteria for linear regression based on the Kullback–Leibler discrepancy , 2005 .

[4]  J. Cavanaugh,et al.  A BOOTSTRAP VARIANT OF AIC FOR STATE-SPACE MODEL SELECTION , 1997 .

[5]  Solomon Kullback,et al.  Information Theory and Statistics , 1960 .

[6]  Clifford M. Hurvich,et al.  Regression and time series model selection in small samples , 1989 .

[7]  M. Stone An Asymptotic Equivalence of Choice of Model by Cross‐Validation and Akaike's Criterion , 1977 .

[8]  R. Shibata An optimal selection of regression variables , 1981 .

[9]  G. Kitagawa,et al.  Generalised information criteria in model selection , 1996 .

[10]  R. A. Leibler,et al.  On Information and Sufficiency , 1951 .

[11]  H. Akaike,et al.  Information Theory and an Extension of the Maximum Likelihood Principle , 1973 .

[12]  R. Shibata Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process , 1980 .

[13]  G. Kitagawa,et al.  Bootstrapping Log Likelihood and EIC, an Extension of AIC , 1997 .

[14]  W. Pan Akaike's Information Criterion in Generalized Estimating Equations , 2001, Biometrics.

[15]  R. Shibata BOOTSTRAP ESTIMATE OF KULLBACK-LEIBLER INFORMATION FOR MODEL SELECTION , 1997 .

[16]  Joseph E. Cavanaugh,et al.  An improved Akaike information criterion for state-space model selection , 2006, Comput. Stat. Data Anal..

[17]  H. Bozdogan Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions , 1987 .

[18]  Walter Zucchini,et al.  Model Selection , 2011, International Encyclopedia of Statistical Science.