Affordable Access

Publisher Website

A note on bootstrap model selection criterion

Authors
Journal
Statistics & Probability Letters
0167-7152
Publisher
Elsevier
Publication Date
Volume
26
Issue
1
Identifiers
DOI: 10.1016/0167-7152(94)00249-5
Keywords
  • Kullback-Leibler Discrepancy
  • Nonparametric Bootstrap
  • Parametric Bootstrap

Abstract

Abstract We show that a bootstrap model selection criterion constructed by directly plugging-in a consistent estimator in place of the unknown parameter has a downward bias of amount roughly equivalent to the number of parameters in the approximating model. An example is provided to illustrate the points discussed.

There are no comments yet on this publication. Be the first to share your thoughts.