A model selection criterion based on the BHHJ measure of divergence

DOI10.1016/J.JSPI.2008.04.022zbMath1149.62002OpenAlexW2003202505MaRDI QIDQ958777

Sangyeol Lee, Kyriacos Mattheou, Alex Karagrigoriou

Publication date: 8 December 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.04.022

zbMATH Keywords

model selectionDICBHHJ measuremeasure of divergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

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Cites Work

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• Generalised information criteria in model selection
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• Bayesian Measures of Model Complexity and Fit
• A Small Sample Model Selection Criterion Based on Kullback's Symmetric Divergence
• A Method for Analyzing Supersaturated Designs with a Block Orthogonal Structure
• On Information and Sufficiency

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