An iterative approach to variable selection based on the kullback-leibler information

DOI10.1080/03610929908832342zbMath1052.62502MaRDI QIDQ4241673

Maxwell L. King, Anthony W. Hughes

Publication date: 14 June 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832342

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62B10: Statistical aspects of information-theoretic topics

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Cites Work

• Estimating the dimension of a model
• Regression and time series model selection in small samples
• Further analysis of the data by Akaike's information criterion and the finite corrections