IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION
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Publication:4512693
DOI10.1017/S0266466699153052zbMath0963.62049MaRDI QIDQ4512693
Publication date: 9 July 2001
Published in: Econometric Theory (Search for Journal in Brave)
Related Items (4)
Identifying the determinants of foreign direct investment: a data-specific model selection approach ⋮ Bayesian analysis of hypothesis testing problems for general population: A Kullback-Leibler alternative ⋮ Inadmissibility of the corrected Akaike information criterion ⋮ Second-order bias-corrected AIC in multivariate normal linear models under non-normality
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