IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION (Q4512693)
From MaRDI portal
scientific article; zbMATH DE number 1525704
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
9 July 2001
0 references
Sawa's criterion
0 references
normal distribution
0 references
Akaike information criterion
0 references
bias
0 references
model selection
0 references
