The Kullback information criterion for mixture regression models

DOI10.1016/J.SPL.2010.01.014zbMATH Open1186.62098OpenAlexW2078668254MaRDI QIDQ968467FDOQ968467

A. Mkhadri, Bezza Hafidi

Publication date: 5 May 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.01.014

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Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear inference, regression (62J99)

Cites Work

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• Estimating the dimension of a model
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• Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
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• Bayesian Variable Selection in Clustering High-Dimensional Data
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• Extending the Akaike Information Criterion to Mixture Regression Models
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• A large-sample model selection criterion based on Kullback's symmetric divergence
• An Akaike criterion based on Kullback symmetric divergence in the presence of incomplete-data
• A Small Sample Model Selection Criterion Based on Kullback's Symmetric Divergence
• A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression

Cited In (6)

• R²measures for zero-inflated regression models for count data with excess zeros
• Extending the Akaike Information Criterion to Mixture Regression Models
• Statistical estimation of mutual information for mixed model
• Order selection in finite mixtures of linear regressions
• A generalized mixture integer-valued GARCH model
• Structured analysis of the high-dimensional FMR model

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