McQuarrie, Allan; Shumway, Robert; Tsai, Chih-Ling - In: Statistics & Probability Letters 34 (1997) 3, pp. 285-292
For regression and time series model selection, Hurvich and Tsai (1989) obtained a bias correction Akaike information criterion, AICc, which provides better model order choices than the Akaike information criterion, AIC (Akaike, 1973). In this paper, we propose an alternative improved regression...