Bootstrapping Log Likelihood and EIC, an Extension of AIC

Makio Ishiguro, Yosiyuki Sakamoto and Genshiro Kitagawa

Annals of the Institute of Statistical Mathematics, 1997, vol. 49, issue 3, 434 pages

Keywords: Log likelihood; AIC; bootstrap; MLE; information criterion; model selection; estimator selection; bias correction; expected log likelihood; penalized log likelihood; predictive distribution (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (21)

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DOI: 10.1023/A:1003158526504

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