An Akaike criterion based on Kullback symmetric divergence in the presence of incomplete-data
From MaRDI portal
Publication:634987
zbMATH Open1220.62004MaRDI QIDQ634987FDOQ634987
Authors: Bezza Hafidi, A. Mkhadri 
Publication date: 17 August 2011
Published in: Afrika Statistika (Search for Journal in Brave)
Recommendations
- A criterion for model selection in the presence of incomplete data based on Kullback's symmetric divergence
- An Akaike information criterion for model selection in the presence of incomplete data.
- A large-sample model selection criterion based on Kullback's symmetric divergence
- Choice of estimators based on Kullback-Leibler risk
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
Cited In (10)
- A criterion for model selection in the presence of incomplete data based on Kullback's symmetric divergence
- A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
- Riesz-haviland criterion for incomplete data
- An information criterion for model selection with missing data via complete-data divergence
- A small-sample criterion based on Kullback's symmetric divergence for vector autoregressive modeling
- Criteria for Linear Model Selection Based on Kullback's Symmetric Divergence
- The Kullback information criterion for mixture regression models
- Choice of estimators based on Kullback-Leibler risk
- A note on overfitting properties of KIC and KIC\(_{c}\)
- A large-sample model selection criterion based on Kullback's symmetric divergence
This page was built for publication: An Akaike criterion based on Kullback symmetric divergence in the presence of incomplete-data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q634987)
