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

Seghouane, Abd-Krim2015-12-070165-1684http://hdl.handle.net/1885/19381The 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 fixedKeywords: 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 modelsMultivariate regression model selection from small samples using Kullback's symmetric divergence200610.1016/j.sigpro.2005.10.0092015-12-07