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Multivariate regression model selection from small samples using Kullback's symmetric divergence

Date

Authors

Seghouane, Abd-Krim

Publisher

Elsevier

Abstract

The Kullback Information Criterion, KIC, and its univariate bias-corrected version, KICc, are two new developed criteria for model selection. The two criteria can be viewed as estimators of the expected Kullback symmetric divergence and they have a fixed

Keywords

Keywords: Asymptotic stability; Estimation; Mathematical models; Vectors; AIC; Kullback-Leibler information; Model selection; Multivariate regression model; Regression analysis AIC; KIC; KICc; Kullback-Leibler information; Model selection; Multivariate regression models

URI

http://hdl.handle.net/1885/19381

Collections

ANU Research Publications

Source

Signal Processing

Type

Journal article

DOI

10.1016/j.sigpro.2005.10.009

Restricted until

2037-12-31

Downloads

File

Description

01_Seghouane_Multivariate_regression_model_2006.pdf (255.19 KB)

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