Model selection criteria based on cross-validatory concordance statistics
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Wei Pan, 2001. "Akaike's Information Criterion in Generalized Estimating Equations," Biometrics, The International Biometric Society, vol. 57(1), pages 120-125, March.
- Mithat Gonen & Glenn Heller, 2005. "Concordance probability and discriminatory power in proportional hazards regression," Biometrika, Biometrika Trust, vol. 92(4), pages 965-970, December.
- Hamparsum Bozdogan, 1987. "Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions," Psychometrika, Springer;The Psychometric Society, vol. 52(3), pages 345-370, September.
- Makio Ishiguro & Yosiyuki Sakamoto & Genshiro Kitagawa, 1997. "Bootstrapping Log Likelihood and EIC, an Extension of AIC," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(3), pages 411-434, September.
- Cavanaugh, Joseph E., 1999. "A large-sample model selection criterion based on Kullback's symmetric divergence," Statistics & Probability Letters, Elsevier, vol. 42(4), pages 333-343, May.
- Patrick J. Heagerty & Yingye Zheng, 2005. "Survival Model Predictive Accuracy and ROC Curves," Biometrics, The International Biometric Society, vol. 61(1), pages 92-105, March.
- Hui Zou & Trevor Hastie, 2005. "Addendum: Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 768-768, November.
- Bengtsson, Thomas & Cavanaugh, Joseph E., 2006. "An improved Akaike information criterion for state-space model selection," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2635-2654, June.
- Hui Zou & Trevor Hastie, 2005. "Regularization and variable selection via the elastic net," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(2), pages 301-320, April.
- Vieu, Philippe, 1994. "Choice of regressors in nonparametric estimation," Computational Statistics & Data Analysis, Elsevier, vol. 17(5), pages 575-594, June.
More about this item
KeywordsAkaike information criterion; Logistic regression; Prediction; ROC curve; Variable selection;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0766-7. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Mallaigh Nolan). General contact details of provider: http://www.springer.com .