A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
type: Item
instance of: scholarly article
title: A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
zbMATH Open document ID: 1445.62011
published in: Computational Statistics and Data Analysis
publication date: 2008-12-11T00:00:00Z
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 5381640
zbMATH Keywords: AIC
zbMATH Keywords: KIC
zbMATH Keywords: AICC
zbMATH Keywords: model selection
zbMATH Keywords: regression
zbMATH Keywords: time series
author: Bezza Hafidi
author: A. Mkhadri
MaRDI profile type: Publication
full work available at URL: j.csda.2005.01.007
OpenAlex ID: W2014257223
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cites work: Regression and time series model selection in small samples
cites work: A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
cites work: Q5529067
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cites work: Estimating the dimension of a model
DOI: 10.1016/J.CSDA.2005.01.007
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description: scientific article; zbMATH DE number 5381640