The Kullback information criterion for mixture regression models

DOI10.1016/J.SPL.2010.01.014MaRDI QIDQ968467zbMATH OpenOpenAlexFDO

Authors Bezza Hafidi, A. Mkhadri

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

Mathematics Subject Classification ID

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

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• A New Approach to Estimating Switching Regressions
• 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
• 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
• Bayesian Variable Selection in Clustering High-Dimensional Data
• Estimating the dimension of a model
• Estimating the number of clusters in a data set via the gap statistic
• Extending the Akaike Information Criterion to Mixture Regression Models
• Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models
• On a Mixture Autoregressive Model
• Regression and time series model selection in small samples

Cited in

(7)

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

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