Consistency of information criteria for model selection with missing data

DOI10.1080/03610926.2014.972568zbMath1349.62070OpenAlexW2301287715MaRDI QIDQ2834644

Abdelaziz El Matouat, Freedath Djibril Moussa, Hassania Hamzaoui

Publication date: 23 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.972568

zbMATH Keywords

consistencyEM algorithmKullback-Leibler divergencemissing datainformation criteria

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cites Work

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• On the convergence properties of the EM algorithm
• Estimating the dimension of a model
• An Akaike information criterion for model selection in the presence of incomplete data.
• Maximum likelihood principle and model selection when the true model is unspecified
• Regression and time series model selection in small samples
• Model Selection Criteria for Missing-Data Problems Using the EM Algorithm

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