Multivariate regression model selection from small samples using Kullback's symmetric divergence

DOI10.1016/J.SIGPRO.2005.10.009zbMath1172.94483OpenAlexW1990749325WikidataQ118322232 ScholiaQ118322232MaRDI QIDQ1031241

Abd-Krim Seghouane

Publication date: 29 October 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2005.10.009

zbMATH Keywords

model selectionKullback-Leibler informationAICmultivariate regression modelsKICKIC\(_{c}\)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Statistical aspects of information-theoretic topics (62B10)

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