Choice of estimators based on Kullback-Leibler risk

zbMATH Open1316.62012MaRDI QIDQ5263245FDOQ5263245

Authors: Benoit Liquet 

Publication date: 13 July 2015

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

Recommendations

• An Akaike criterion based on Kullback symmetric divergence in the presence of incomplete-data
• Improvement to AIC as Estimator of Kullback–Leibler Information for Linear Model Selection
• Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC
• scientific article; zbMATH DE number 32251
• Choice of estimators based on different observations: modified AIC and LCV criteria

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)

Cited In (5)

• An Akaike criterion based on Kullback symmetric divergence in the presence of incomplete-data
• Choice of estimators based on different observations: modified AIC and LCV criteria
• Estimators for the binomial distribution that dominate the MLE in terms of Kullback-Leibler risk
• 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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