IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION (Q4512693)
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scientific article; zbMATH DE number 1525704
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| English | IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION |
scientific article; zbMATH DE number 1525704 |
Statements
IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION (English)
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9 July 2001
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Sawa's criterion
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normal distribution
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Akaike information criterion
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bias
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model selection
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0.7967175245285034
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0.7663330435752869
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0.7617232799530029
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0.75540691614151
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