# Inadmissibility of the corrected Akaike information criterion

arXiv: https://arxiv.org/abs/2211.09326 · HTML: https://mlsanity.com/paper/2211.09326/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 1 of its 41 references that are in the map.
- First posted on arXiv 17 Nov 2022.

## Builds on (most cited first, 1 of 1)

- [From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation](https://mlsanity.com/paper/1704.08160/) (2017)

## Abstract (arXiv)

For the multivariate linear regression model with unknown covariance, the corrected Akaike information criterion is the minimum variance unbiased estimator of the expected Kullback--Leibler discrepancy. In this study, based on the loss estimation framework, we show its inadmissibility as an estimator of the Kullback--Leibler discrepancy itself, instead of the expected Kullback--Leibler discrepancy. We provide improved estimators of the Kullback--Leibler discrepancy that work well in reduced-rank situations and examine their performance numerically.