IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION
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Publication:4512693
DOI10.1017/S0266466699153052zbMATH Open0963.62049MaRDI QIDQ4512693FDOQ4512693
Publication date: 9 July 2001
Published in: Econometric Theory (Search for Journal in Brave)
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Cited In (4)
- Bayesian analysis of hypothesis testing problems for general population: A Kullback-Leibler alternative
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality
- Identifying the determinants of foreign direct investment: a data-specific model selection approach
- Inadmissibility of the corrected Akaike information criterion
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