Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.

Generalised Information Criteria in Model Selection

Sadanori Konishi and Genshiro Kitagawa
Biometrika
Vol. 83, No. 4 (Dec., 1996), pp. 875-890
Published by: Oxford University Press on behalf of Biometrika Trust
Stable URL: http://www.jstor.org/stable/2337290
Page Count: 16
  • Read Online (Free)
  • Subscribe ($19.50)
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Generalised Information Criteria in Model Selection
Preview not available

Abstract

The problem of evaluating the goodness of statistical models is investigated from an information-theoretic point of view. Information criteria are proposed for evaluating models constructed by various estimation procedures when the specified family of probability distributions does not contain the distribution generating the data. The proposed criteria are applied to the evaluation of models estimated by maximum likelihood, robust, penalised likelihood, Bayes procedures, etc. We also discuss the use of the bootstrap in model evaluation problems and present a variance reduction technique in the bootstrap simulation.

Page Thumbnails

  • Thumbnail: Page 
[875]
    [875]
  • Thumbnail: Page 
876
    876
  • Thumbnail: Page 
877
    877
  • Thumbnail: Page 
878
    878
  • Thumbnail: Page 
879
    879
  • Thumbnail: Page 
880
    880
  • Thumbnail: Page 
881
    881
  • Thumbnail: Page 
882
    882
  • Thumbnail: Page 
883
    883
  • Thumbnail: Page 
884
    884
  • Thumbnail: Page 
885
    885
  • Thumbnail: Page 
886
    886
  • Thumbnail: Page 
887
    887
  • Thumbnail: Page 
888
    888
  • Thumbnail: Page 
889
    889
  • Thumbnail: Page 
890
    890