Now showing items 1-4 of 4

• (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)
We derive two types of Akaike information criterion (AIC)‐like model‐selection formulae for the semiparametric pseudo‐maximum likelihood procedure. We first adapt the arguments leading to the original AIC formula, related ...
• (Research report / Forskningsrapport, 2008)
When estimating parametric copula models by the semiparametric pseudo maximum likelihood procedure (MPLE), many practitioners have used the Akaike Information Criterion (AIC) for model selection in spite of the fact that ...
• (Research report / Forskningsrapport, 2006)
Consider a uniformly strongly consistent statistical functional. We present a new method for extracting limit distributions of the type "the last time" and "the number of times" an error larger than $\epsilon$ is committed ...
• (Doctoral thesis / Doktoravhandling, 2011)
The thesis studies certain mathematical aspects of model selection, statistical estimation theory and probability using stochastic process tools.<br> The paper “The copula information criterion” is the paper with most ...