Choice of estimators based on Kullback-Leibler risk

MaRDI QIDQ5263245zbMATH OpenFDO

Authors Benoit Liquet

Publication date 13 July 2015

Full work available at URL http://journal-sfds.fr/article/view/41/

zbMATH Keywords

model selectioncross-validationincomplete dataKullback-Leibler riskAIC criterion

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical ranking and selection procedures (62F07) Survival analysis and censored data (62N99)

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Cited in

(5)

• An Akaike criterion based on Kullback symmetric divergence in the presence of incomplete-data
• Estimators for the binomial distribution that dominate the MLE in terms of Kullback-Leibler risk
• Choice of estimators based on different observations: modified AIC and LCV criteria
• Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC
• Choice of prognostic estimators in joint models by estimating differences of expected conditional Kullback-Leibler risks

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