Application of model-selection criteria to some problems in multivariate analysis

A review of model-selection criteria is presented, with a view toward showing their similarities. It is suggested that some problems treated by sequences of hypothesis tests may be more expeditiously treated by the application of model-selection criteria. Consideration is given to application of model-selection criteria to some problems of multivariate analysis, especially the clustering of variables, factor analysis and, more generally, describing a complex of variables.

[1]  J. Wolfe.  PATTERN CLUSTERING BY MULTIVARIATE MIXTURE ANALYSIS. , 1970, Multivariate behavioral research.

[2]  F. Massey,et al.  Introduction to Statistical Analysis , 1970 .

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

[4]  H. Akaike.  A new look at the statistical model identification , 1974 .

[5]  G. Schwarz.  Estimating the Dimension of a Model , 1978 .

[6]  J. Rissanen,et al.  Modeling By Shortest Data Description* , 1978, Autom..

[7]  H. Akaike.  Likelihood of a model and information criteria , 1981 .

[8]  Hamparsum Bozdogan.  MULTI-SAMPLE CLUSTER ANALYSIS AND APPROACHES TO VALIDITY STUDIES IN CLUSTERING INDIVIDUALS. , 1981 .

[9]  Rangasami L. Kashyap,et al.  Optimal Choice of AR and MA Parts in Autoregressive Moving Average Models , 1982, IEEE Transactions on Pattern Analysis and Machine Intelligence.

[10]  Stanley L. Sclove.  On Segmentation of Time Series and Images in the Signal Detection and Remote Sensing Contexts. , 1982 .

[11]  STANLEY L. SCLOVE,et al.  Time-series segmentation: A model and a method , 1983, Inf. Sci..

[12]  Hirotugu Akaike,et al.  Statistical Inference and Measurement of Entropy , 1983 .

[13]  J. Rissanen.  A UNIVERSAL PRIOR FOR INTEGERS AND ESTIMATION BY MINIMUM DESCRIPTION LENGTH , 1983 .

[14]  Stanley L. Sclove,et al.  Application of the Conditional Population-Mixture Model to Image Segmentation , 1980, IEEE Transactions on Pattern Analysis and Machine Intelligence.

[15]  H. Bozdogan.  Determining the Number of Component Clusters in the Standard Multivariate Normal Mixture Model Using Model-Selection Criteria. , 1983 .

[16]  H. Bozdogan,et al.  Multi-sample cluster analysis using Akaike's Information Criterion , 1984 .

[17]  Hamparsum Bozdogan,et al.  MULTI-SAMPLE CLUSTER ANALYSIS AS AN ALTERNATIVE TO MULTIPLE COMPARISON PROCEDURES , 1986 .

[18]  Donald E. Ramirez,et al.  An Expert Model Selection Approach to Determine the “Best” Pattern Structure in Factor Analysis Models , 1987 .

[19]  H. Akaike.  Factor analysis and AIC , 1987 .