Pages that link to "Item:Q4669473"

The following pages link to Criteria for Linear Model Selection Based on Kullback's Symmetric Divergence (Q4669473):

Displaying 14 items.

• A divergence test for autoregressive time series models (Q634835) (← links)
• A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy (Q736651) (← links)
• Order selection in finite mixtures of linear regressions (Q744818) (← 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)
• Information criteria for Fay-Herriot model selection (Q1615237) (← links)
• Statistical inference based on weighted divergence measures with simulations and applications (Q2093129) (← links)
• On properties of the \((\Phi , a)\)-power divergence family with applications in goodness of fit tests (Q2276428) (← links)
• Multi-model inference of non-random mating from an information theoretic approach (Q2289672) (← links)
• A criterion for local model selection (Q2300091) (← 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)
• A NEW FAMILY OF DIVERGENCE MEASURES FOR TESTS OF FIT (Q2810420) (← links)
• Is First-Order Vector Autoregressive Model Optimal for fMRI Data? (Q5380317) (← links)