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Multimodel inference based on smoothed information criteria

文献类型：期刊论文

作者Zhao, Shangwei2; Zhang, Xinyu1
刊名SCIENCE CHINA-MATHEMATICS
出版日期2021-08-07
页码16
关键词information criterion model averaging multimodel inference variance estimation weight
ISSN号1674-7283
DOI10.1007/s11425-020-1798-y
英文摘要The multimodel inference makes statistical inferences from a set of plausible models rather than from a single model. In this paper, we focus on the multimodel inference based on smoothed information criteria proposed by seminal monographs (see Buckland et al. (1997) and Burnham and Anderson (2003)), which are termed as smoothed Akaike information criterion (SAIC) and smoothed Bayesian information criterion (SBIC) methods. Due to their simplicity and applicability, these methods are very widely used in many fields. By using an illustrative example and deriving limiting properties for the weights in the linear regression, we find that the existing variance estimation for SAIC is not applicable because of a restrictive condition, but for SBIC it is applicable. Especially, we propose a simulation-based inference for SAIC based on the limiting properties. Both the simulation study and real data example show the promising performance of the proposed simulation-based inference.
资助项目National Key R&D Program of China[2020AAA0105200] ; National Natural Science Foundation of China[12001559] ; National Natural Science Foundation of China[71925007] ; National Natural Science Foundation of China[71988101] ; National Natural Science Foundation of China[72042019] ; Ministry of Education of China[17YJC910011] ; Youth Innovation Promotion Association of the Chinese Academy of Sciences ; Beijing Academy of Artificial Intelligence ; Academy for Multidisciplinary Studies, Capital Normal University
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000682627200001
出版者SCIENCE PRESS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/59023]  
专题中国科学院数学与系统科学研究院
通讯作者Zhang, Xinyu
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Minzu Univ China, Coll Sci, Beijing 100086, Peoples R China
推荐引用方式
GB/T 7714		 Zhao, Shangwei,Zhang, Xinyu. Multimodel inference based on smoothed information criteria[J]. SCIENCE CHINA-MATHEMATICS,2021:16.
APA Zhao, Shangwei,&Zhang, Xinyu.(2021).Multimodel inference based on smoothed information criteria.SCIENCE CHINA-MATHEMATICS,16.
MLA Zhao, Shangwei,et al."Multimodel inference based on smoothed information criteria".SCIENCE CHINA-MATHEMATICS (2021):16.

入库方式： OAI收割

来源：数学与系统科学研究院

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