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A note on overfitting properties of KIC and KICc

Seghouane, Abd-Krim

Description

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
URI: http://hdl.handle.net/1885/17954
Source: Signal Processing
DOI: 10.1016/j.sigpro.2006.01.002

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