Manuscripts on Model Selection

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1997

• Unifying the derivations of the Akaike and corrected Akaike information criteria. Statistics and Probability Letters, 31, 201--208.
• A bootstrap corrected variant of AIC for state-space model selection (with R. H. Shumway). Statistica Sinica, 7, 473-496.
• Regression and time series model selection using variants of the Schwarz information criterion (with A. A. Neath). Communications in Statistics - Theory and Methods, 26, 559-580.

1998

• An Akaike information criterion for model selection in the presence of incomplete data (with R. H. Shumway). Journal of Statistical Planning and Inference, 67, 45-65.

1999

• Generalizing the derivation of the Schwarz information criterion (with A. A. Neath). Communications in Statistics - Theory and Methods, 28, 49-66.
• A large-sample model selection criterion based on Kullback's symmetric divergence. Statistics and Probability Letters, 44, 333-344.

2000

• A regression model selection criterion based on bootstrap bumping for use with resistant fitting (with A. A. Neath). Computational Statistics and Data Analysis, 35, 155-169.

2004

• Criteria for linear model selection based on Kullback's symmetric divergence. Australian and New Zealand Journal of Statistics, 46, 257-274.
• An optimality result for a cross validation estimate of prediction error (with A. A. Neath and S. L. Davies). 2004 Proceedings of the American Statistical Association, Section on Biometrics.

2005

• Model selection criteria based on Kullback information measures for nonlinear regression (with H.-J. Kim). Journal of Statistics Planning and Inference, 134, 332-349.
• Cross-validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy (with S. L. Davies and A. A. Neath). Statistical Methodology, 2, 249-266.

2006

• An improved Akaike information criterion for state-space model selection (with T. Bengtsson). Computational Statistics and Data Analysis, 50, 2635-2654.
• A Bayesian approach to the multiple comparisons problem (with A. A. Neath). Journal of Data Science, 4, 131-146.
• Estimation optimality of corrected AIC and modified Cp in linear regression (with S. L. Davies and A. A. Neath). International Statistical Review, 74, 161-168.
• Bayesian estimation of linear statistical model bias (with A. A. Neath). International Journal of Pure and Applied Mathematics, 32, 255-264.

2008

• Discrepancy-based model selection criteria using cross validation (with S. L. Davies and A. A. Neath). In Statistical Models and Methods for Biomedical and Technical Systems, edited by F. Vonta, M. Nikulin, N. Limnios and C. Huber, pp. 473-485. Birkhauser, Boston, Massachusetts.
• Performance of variable selection methods in regression using variations of the Bayesian information criterion. (with T. Burr, H. Fry, B. McVey, E. Sander and A. Neath). Communications in Statistics - Simulation and Computation, 37, 507-520.
• Bootstrap variants of the Akaike information criterion for mixed model selection (with J. Shang). Computational Statistics and Data Analysis, 52, 2004-2021.