Information criteria: how do they behave in different models?

DOI10.1016/j.csda.2013.07.032zbMath1471.62057OpenAlexW1968886786MaRDI QIDQ1615185

Mário J. F. Vivanco, Paulo C. Emiliano, Fortunato Silva de Menezes

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.07.032

zbMATH Keywords

entropyKullback-Leibler informationBICAkaike information criterion (AIC)Schwarz information criterionselection of models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Statistical aspects of information-theoretic topics (62B10)

Related Items (8)

Modeling zero inflation in count data time series with bounded support ⋮ Capturing simple and complex time-dependent effects using flexible parametric survival models: A simulation study ⋮ Linear approximation of the threshold autoregressive model: an application to order estimation ⋮ Information criteria for nonlinear time series models ⋮ On the performance of information criteria for model identification of count time series ⋮ Psychophysical detection and learning in freely behaving rats: a probabilistic dynamical model for operant conditioning ⋮ Control charts based on fuzzy costs for monitoring short autocorrelated time series ⋮ Comparative Study of Generalized Estimating Equations and Logistic Regressions on Different Sample Sizes and Correlation Levels

Uses Software

• R
• ElemStatLearn
• PRMLT

Cites Work

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