KMS Of Academy of mathematics and systems sciences, CAS
Multimodel inference based on smoothed information criteria | |
Zhao, Shangwei1; Zhang, Xinyu2 | |
2021-08-07 | |
发表期刊 | SCIENCE CHINA-MATHEMATICS
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ISSN | 1674-7283 |
页码 | 16 |
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. |
关键词 | information criterion model averaging multimodel inference variance estimation weight |
DOI | 10.1007/s11425-020-1798-y |
收录类别 | SCI |
语种 | 英语 |
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 |
WOS类目 | Mathematics, Applied ; Mathematics |
WOS记录号 | WOS:000682627200001 |
出版者 | SCIENCE PRESS |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/59024 |
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.Minzu Univ China, Coll Sci, Beijing 100086, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, 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. |
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