Criteria for Linear Model Selection Based on Kullback's Symmetric Divergence

DOI10.1111/j.1467-842X.2004.00328.xzbMath1061.62004OpenAlexW1974589689MaRDI QIDQ4669473

Joseph E. Cavanaugh

Publication date: 15 April 2005

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2004.00328.x

zbMATH Keywords

relative entropyAkaike information criterionKullback-Leibler informationAIC\(I\)-divergence\(J\)-divergence

Mathematics Subject Classification ID

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

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