Naderi, Mehrdad; Jamalizadeh, Ahad; Wang, Wan-Lun; Lin, Tsung-I Evaluating risk measures using the normal mean-variance Birnbaum-Saunders distribution. (English) Zbl 07616803 Bekker, Andriëtte (ed.) et al., Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. Emerg. Top. Stat. Biostat., 187-209 (2020). MSC: 62P10 PDFBibTeX XMLCite \textit{M. Naderi} et al., in: Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. 187--209 (2020; Zbl 07616803) Full Text: DOI
Arashi, Mohammad; Bekker, Andriëtte; de Waal, Daniel; Makgai, Seite Constructing multivariate distributions via the Dirichlet generator. (English) Zbl 07616802 Bekker, Andriëtte (ed.) et al., Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. Emerg. Top. Stat. Biostat., 159-186 (2020). MSC: 62P10 PDFBibTeX XMLCite \textit{M. Arashi} et al., in: Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. 159--186 (2020; Zbl 07616802) Full Text: DOI arXiv
Kimura, Keiji; Waki, Hayato Mixed integer nonlinear program for minimization of Akaike’s information criterion. (English) Zbl 1439.62052 Greuel, Gert-Martin (ed.) et al., Mathematical software – ICMS 2016. 5th international conference, Berlin, Germany, July 11–14, 2016. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 9725, 292-300 (2016). MSC: 62B10 62F03 90C11 68T05 62R07 PDFBibTeX XMLCite \textit{K. Kimura} and \textit{H. Waki}, Lect. Notes Comput. Sci. 9725, 292--300 (2016; Zbl 1439.62052) Full Text: DOI
Kim, Sujung; Hayashi, Kuniyoshi; Kurihara, Koji The optimal number of lags in variogram estimation in spatial data analysis. (English) Zbl 1436.62454 Gilli, Manfred (ed.) et al., Proceedings of COMPSTAT 2014 – 21st international conference on computational statistics, Geneva, Switzerland, August 19–22, 2014. The Hague: International Statistical Institute (ISI); The Hague: International Association for Statistical Computing (IASC). 507-514 (2014). MSC: 62M30 86A32 62-08 PDFBibTeX XMLCite \textit{S. Kim} et al., in: Proceedings of COMPSTAT 2014 -- 21st international conference on computational statistics, Geneva, Switzerland, August 19--22, 2014. The Hague: International Statistical Institute (ISI); The Hague: International Association for Statistical Computing (IASC). 507--514 (2014; Zbl 1436.62454)
Ali, Faek Menla; Spagnolo, Fabio; Spagnolo, Nicola Exchange rates and net portfolio flows: a Markov-switching approach. (English) Zbl 1418.91446 Mamon, Rogemar S. (ed.) et al., Hidden Markov models in finance. Further developments and applications. Volume II. New York, NY: Springer. Int. Ser. Oper. Res. Manag. Sci. 209, 117-132 (2014). MSC: 91G10 60J20 PDFBibTeX XMLCite \textit{F. M. Ali} et al., Int. Ser. Oper. Res. Manag. Sci. 209, 117--132 (2014; Zbl 1418.91446) Full Text: DOI
Murata, Noboru; Park, Hyeyoung Model selection and information criterion. (English) Zbl 1183.68492 Emmert-Streib, Frank (ed.) et al., Information theory and statistical learning. New York, NY: Springer (ISBN 978-0-387-84815-0/hbk; 978-0-387-84816-7/ebook). 333-354 (2009). MSC: 68T05 PDFBibTeX XMLCite \textit{N. Murata} and \textit{H. Park}, in: Information theory and statistical learning. New York, NY: Springer. 333--354 (2009; Zbl 1183.68492) Full Text: DOI
Matsubara, Mitsuru; Usui, Yusuke; Sugimoto, Sueo Identification of continuous-time MIMO systems via sampled data. (English) Zbl 1196.93079 Proceedings of the 37th ISCIE international symposium on stochastic systems theory and its applications (ISCIE SSS’05), Osaka, Japan, October 28–29, 2005. Kyoto: The Institute of Systems, Control and Information Engineers (ISCIE) (ISBN 4-915740-22-0/pbk). 101-106 (2006). MSC: 93E10 93E12 93C57 93C35 PDFBibTeX XMLCite \textit{M. Matsubara} et al., in: Proceedings of the 37th ISCIE international symposium on stochastic systems theory and its applications (ISCIE SSS'05), Osaka, Japan, October 28--29, 2005. Kyoto: The Institute of Systems, Control and Information Engineers (ISCIE). 101--106 (2006; Zbl 1196.93079)
Rodríguez, Carlos C. The ABC of model selection: AIC, BIC and the new CIC. (English) Zbl 1447.62007 Knuth, Kevin H. (ed.) et al., Bayesian inference and maximum entropy methods in science and engineering. 25th international workshop on Bayesian inference and maximum entropy methods in science and engineering, San Jose, California, USA, August 7–12, 2005. Melville, NY: American Institute of Physics (AIP). AIP Conf. Proc. 803, 80-87 (2005). MSC: 62B11 62B10 94A17 PDFBibTeX XMLCite \textit{C. C. Rodríguez}, AIP Conf. Proc. 803, 80--87 (2005; Zbl 1447.62007) Full Text: DOI
Ombao, Hernando; Heo, Jungeun; Stoffer, David Online analysis of seismic signals. (English) Zbl 1074.62073 Brillinger, David R. (ed.) et al., Time series analysis and applications to geophysical systems. Papers presented the workshop, Minneapolis, MN, USA, November 12–15, 2001. New York, NY: Springer (ISBN 0-387-22311-8/hbk). The IMA Volumes in Mathematics and its Applications 139, 53-71 (2004). MSC: 62P12 62M10 86A32 PDFBibTeX XMLCite \textit{H. Ombao} et al., IMA Vol. Math. Appl. 139, 53--71 (2004; Zbl 1074.62073)
Westerlund, Tapio; Karrila, Seppo; Mäkilä, Pertti M.; Brink, Anders Techniques in the maximum likelihood estimation of the covariance matrix. (English) Zbl 0856.93090 Leondes, Cornelius T. (ed.), Stochastic digital control system techniques. San Diego, CA: Academic Press. Control Dyn. Syst., Adv. Theory Appl. 76, 323-339 (1996). Reviewer: D.Lepingle (Orléans) MSC: 93E10 93E25 93-01 PDFBibTeX XMLCite \textit{T. Westerlund} et al., Control Dyn. Syst., Adv. Theory Appl. 76, 323--339 (1996; Zbl 0856.93090)
Cressie, Noel PIC: Power divergence information criterion. (English) Zbl 0840.62006 Nagaraja, H. N. (ed.) et al., Statistical theory and applications. Papers in honor of Herbert A. David. Berlin: Springer-Verlag, 3-14 (1996). MSC: 62B10 PDFBibTeX XMLCite \textit{N. Cressie}, in: Statistical theory and applications. Papers in honor of Herbert A. David. Berlin: Springer-Verlag. 3--14 (1996; Zbl 0840.62006) Full Text: DOI
Sclove, S. L. Small-sample and large-sample statistical model selection criteria. (English) Zbl 0925.62028 Cheeseman, P. (ed.) et al., Selecting models from data: artificial intelligence and statistics IV. Selected papers presented at the fourth international workshop on artificial intelligence and statistics held in January 1993. New York, NY: Springer-Verlag. Lect. Notes Stat. 89, 31-39 (1994). MSC: 62B10 PDFBibTeX XMLCite \textit{S. L. Sclove}, Lect. Notes Stat. 89, 31--39 (1994; Zbl 0925.62028)
Shimodaira, Hidetoshi A new criterion for selecting models from partially observed data. (English) Zbl 0828.62004 Cheeseman, P. (ed.) et al., Selecting models from data: artificial intelligence and statistics IV. Selected papers presented at the fourth international workshop on artificial intelligence and statistics held in January 1993. New York, NY: Springer-Verlag. Lect. Notes Stat., Springer-Verlag. 89, 21-29 (1994). MSC: 62A01 PDFBibTeX XMLCite \textit{H. Shimodaira}, in: Selecting models from data: artificial intelligence and statistics IV. Selected papers presented at the fourth international workshop on artificial intelligence and statistics held in January 1993. New York, NY: Springer-Verlag. 21--29 (1994; Zbl 0828.62004)
Clayton, Murray K.; Geisser, Seymour; Jennings, Dennis E. A comparison of several model selection procedures. (English) Zbl 0616.62039 Bayesian inference and decision techniques, Essays Hon. Bruno de Finetti, Stud. Bayesian Econ. Stat. 6, 425-439 (1986). MSC: 62F15 62F99 PDFBibTeX XML
Shibata, Ritei Consistency of model selection and parameter estimation. (English) Zbl 0587.62165 Essays in time series and allied processes, Pap. Hon. E. J. Hannan, J. Appl. Probab., Spec. Vol. 23A, 127-141 (1986). Reviewer: J.Anděl MSC: 62M10 62F10 PDFBibTeX XML
Ogata, Yosihiko; Katsura, Koichi Point-process models with linearly parametrized intensity for application to earthquake data. (English) Zbl 0583.62100 Essays in time series and allied processes, Pap. Hon. E. J. Hannan., J. Appl. Probab., Spec. Vol. 23 A, 291-310 (1986). MSC: 62P99 62M09 86A15 PDFBibTeX XML
Fujikoshi, Yasunori Selection of variables in discriminant analysis and canonical correlation analysis. (English) Zbl 0603.62067 Multivariate analysis, Proc. 6th Int. Symp., Pittsburgh/Pa. 1983, Multivariate Anal. 6, 219-236 (1985). Reviewer: Han Chienpai MSC: 62H30 62H20 PDFBibTeX XML
Fujikoshi, Yasunori Two methods for estimation of dimensionality in canonical correlation analysis and the multivariate linear model. (English) Zbl 0576.62070 Statistical theory and data analysis, Proc. 1st Pac. Area Stat. Conf., Tokyo 1982, 233-240 (1985). MSC: 62H20 62E20 PDFBibTeX XML
Akaike, Hirotugu Prediction and entropy. (English) Zbl 0576.62009 A celebration of statistics, The ISI Centen. Vol., 1-24 (1985). Reviewer: H.Grimm MSC: 62B10 62-03 01A55 62A01 62M20 94A17 PDFBibTeX XML
Prum, B. Probabilités de mauvaix choix quand on applique le critère d’Akaike. (French) Zbl 0572.62076 Alternative approaches to time series analysis, Proc. 3rd Fr.-Belg. Meet. Stat., Rouen/France 1982, Trav. Rech. 1, 67-77 (1984). MSC: 62M10 62E20 PDFBibTeX XML
Tamura, Hiroyuki; Kondo, Tadashi On revised algorithms of GMDH with applications. (English) Zbl 0571.93073 Self-organizing methods in modeling, GMDH type algorithms, Stat., Textb. Monogr. 54, 225-241 (1984). MSC: 93E25 93C10 93E12 68U20 62J02 62M20 65C99 PDFBibTeX XML
Brannigan, M. Criteria for adaptive approximation. (English) Zbl 0555.41009 Approximation theory IV, Proc. int. Conf., Tex. A & M Univ. 1983, 381-386 (1983). MSC: 41A15 41A25 PDFBibTeX XML
Leamer, Edward E. Model choice and specification analysis. (English) Zbl 0548.62070 Handbook of econometrics, Vol. 1, Handb. Econ., Book 2, 285-330 (1983). MSC: 62P20 62F15 PDFBibTeX XML
Bednar, J. Bee; Roberts, Brenda A statistical interpretation of the R and S array approach to ARMA model identification. (English) Zbl 0512.62086 Applied time series analysis, Proc. int. Conf., Houston/Tex. 1981, 21-31 (1982). MSC: 62M10 93E12 62B10 93E25 PDFBibTeX XML
Hirano, Katuomi On the test estimators for estimating variance of a normal distribution. (English) Zbl 0468.62027 Recent developments in statistical inference and data analysis, Proc. int. Conf., Tokyo 1979, 105-115 (1980). MSC: 62F10 PDFBibTeX XML
Haggan, V.; Ozaki, T. Amplitude-dependent exponential AR model fitting for non-linear random vibrations. (English) Zbl 0447.62093 Time series, Proc. int. Conf., Nottingham Univ. 1979, 57-71 (1980). MSC: 62M10 PDFBibTeX XML
Kaveh, M. A modified Akaike information criterion. (English) Zbl 0433.93059 Proc. 1978 IEEE Conf. on decision and control, incl. 17th Symp. on adaptive processes, San Diego/Calif. 1979, 949-950 (1979). MSC: 93E10 93E12 62M10 PDFBibTeX XML