An iterative approach to variable selection based on the kullback-leibler information

DOI10.1080/03610929908832342zbMATH Open1052.62502OpenAlexW2079399792MaRDI QIDQ4241673FDOQ4241673

Authors: Anthony W. Hughes, Maxwell L. King 

Publication date: 14 June 1999

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832342

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Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05)

Cites Work

• Estimating the dimension of a model
• Regression and time series model selection in small samples
• Further analysis of the data by Akaike's information criterion and the finite corrections

Cited In (10)

• A New Approach of Information Discrepancy to Analysis of Questionnaire Data
• Evaluation of the Kullback‐Leibler Discrepancy for Model Selection in Open Population Capture‐Recapture Models
• Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
• Model selection using AIC in the presence of one-sided information
• A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy
• A note on overfitting properties of KIC and KIC\(_{c}\)
• Improvement to AIC as Estimator of Kullback–Leibler Information for Linear Model Selection
• Optimal information criteria minimizing their asymptotic mean square errors
• Title not available (Why is that?)
• IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION

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