Pages that link to "Item:Q4669473"
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The following pages link to Criteria for Linear Model Selection Based on Kullback's Symmetric Divergence (Q4669473):
Displayed 6 items.
- A divergence test for autoregressive time series models (Q634835) (← links)
- A model selection criterion based on the BHHJ measure of divergence (Q958777) (← links)
- An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure (Q989266) (← links)
- On properties of the \((\Phi , a)\)-power divergence family with applications in goodness of fit tests (Q2276428) (← links)
- Model selection criteria based on Kullback information measures for nonlinear regression (Q2386146) (← links)
- A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling (Q2507711) (← links)