کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10524991 957871 2005 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On distribution of AIC in linear regression models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
On distribution of AIC in linear regression models
چکیده انگلیسی
This paper investigates an asymptotic distribution of the Akaike information criterion (AIC) and presents its characteristics in normal linear regression models. The bias correction of the AIC has been studied. It may be noted that the bias is only the mean, i.e., the first moment. Higher moments are important for investigating the behavior of the AIC. The variance increases as the number of explanatory variables increases. The skewness and kurtosis imply a favorable accuracy of the normal approximation. An asymptotic expansion of the distribution function of a standardized AIC is also derived.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 133, Issue 2, 1 August 2005, Pages 417-433
نویسندگان
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