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math.ST2013★ 4 cited
AIC, Cp and estimators of loss for elliptically symmetric distributions
Aurélie Boisbunon, Stephane Canu, Dominique Fourdrinier +2
In this article, we develop a modern perspective on Akaike's Information Criterion and Mallows' Cp for model selection. Despite the diff erences in their respective motivation, the…
math.ST2013
Inadmissibility of the best equivariant predictive density in the unknown variance case
Aurélie Boisbunon, Yuzo Maruyama
In this work, we are concerned with the estimation of the predictive density of a Gaussian random vector where both the mean and the variance are unknown. In such a context, we pro…