Applications of a Kullback-Leibler divergence for comparing non-nested models

DOI10.1177/1471082X13494610MaRDI QIDQ4970827zbMATH OpenWikidataFDO

Authors Chen-Pin Wang, Booil Jo

Publication date 7 October 2020

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1471082X13494610

zbMATH Keywords

comparison of non-nested modelsinformation criterionKullback-Leibler divergence

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence

Describes a project that uses

Uses Software

• BayesDA

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