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

DOI10.1080/03610929908832342MaRDI QIDQ4241673zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

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(10)

• IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION
• A New Approach of Information Discrepancy to Analysis of Questionnaire Data
• Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
• Evaluation of the Kullback‐Leibler Discrepancy for Model Selection in Open Population Capture‐Recapture Models
• 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
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