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A note on overfitting properties of KIC and KICc

Seghouane, Abd-Krim


The Kullback information criterion, KIC and its univariate bias-corrected version, KICc may be viewed as estimators of the expected Kullback-Leibler symmetric divergence. This correspondence examines the overfitting properties of KIC and KICc through the

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
Source: Signal Processing
DOI: 10.1016/j.sigpro.2006.01.002


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