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A note on overfitting properties of KIC and KICc

Date

Authors

Seghouane, Abd-Krim

Publisher

Elsevier

Abstract

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

Keywords

Keywords: Information management; Mathematical models; Signal processing; AIC; KICc; Kullback information criterion (KIC); Kullback-Leibler information; Model selection; Statistical methods AIC; KIC; KICc; Kullback-Leibler information; Model selection

URI

http://hdl.handle.net/1885/17954

Collections

ANU Research Publications

Source

Signal Processing

Type

Journal article

DOI

10.1016/j.sigpro.2006.01.002

Restricted until

2037-12-31

Downloads

File

Description

01_Seghouane_A_note_on_overfitting_2006.pdf (153.46 KB)

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