Model selection criteria based on Kullback information measures for nonlinear regression
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Cited in
(22)- Multivariate regression model selection from small samples using Kullback's symmetric divergence
- A note on overfitting properties of KIC and KIC\(_{c}\)
- Informational complexity criteria for regression models.
- Information criteria for Fay-Herriot model selection
- A large-sample model selection criterion based on Kullback's symmetric divergence
- Selecting nonlinear stochastic process rate models using information criteria
- A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling
- The probability to select the correct model using likelihood-ratio based criteria in choosing between two nested models of which the more extended one is true
- Consistency of a Class of Information Criteria for Model Selection in Nonlinear Regression
- An iterative approach to variable selection based on the kullback-leibler information
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- A cluster tree based model selection approach for logistic regression classifier
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- The Kullback information criterion for mixture regression models
- An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure
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