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Volumn 6, Issue , 2003, Pages 145-148

A small sample model selection criterion based on Kullback's symmetric divergence

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; PARAMETER ESTIMATION; STATISTICAL METHODS; VECTORS;

EID: 0141519708     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (12)

References (15)
  • 1
    • 0033130206 scopus 로고    scopus 로고
    • A large-sample model selection criterion based on kullback's symmetric divergence
    • J. E. Cavanaugh, "A large-sample model selection criterion based on kullback's symmetric divergence," Statistics and Probability Letters, vol. 42, pp. 333-343, 1999.
    • (1999) Statistics and Probability Letters , vol.42 , pp. 333-343
    • Cavanaugh, J.E.1
  • 2
    • 0030192408 scopus 로고    scopus 로고
    • A model selection rule for sinusoids in white gaussian noise
    • P. M. Djuric, "A model selection rule for sinusoids in white gaussian noise," IEEE Transaction on Signal Processing, vol. 44, pp. 1744-1751, 1996.
    • (1996) IEEE Transaction on Signal Processing , vol.44 , pp. 1744-1751
    • Djuric, P.M.1
  • 3
    • 0016355478 scopus 로고
    • A new look at the statistical model identification
    • H. Akaike, "A new look at the statistical model identification," IEEE Transaction on Automatic and Control, vol. 19, pp. 716-723, 1974.
    • (1974) IEEE Transaction on Automatic and Control , vol.19 , pp. 716-723
    • Akaike, H.1
  • 4
    • 0000629975 scopus 로고
    • Cross validatory choice and assesment of statistical predictions (with discussion)
    • M. Stone, "Cross validatory choice and assesment of statistical predictions (with discussion)," Journal of the Royal Statistical Society series B, vol. 36, pp. 111-147, 1978.
    • (1978) Journal of the Royal Statistical Society Series B , vol.36 , pp. 111-147
    • Stone, M.1
  • 5
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • G. Schwarz, "Estimating the dimension of a model," The Annals of Statistics, vol. 6, pp. 461-464, 1978.
    • (1978) The Annals of Statistics , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 6
    • 0018015137 scopus 로고
    • Modeling by shortest data description
    • J. Rissanen, "Modeling by shortest data description," Automatica, vol. 14, pp. 465-471, 1978.
    • (1978) Automatica , vol.14 , pp. 465-471
    • Rissanen, J.1
  • 8
    • 84963178774 scopus 로고
    • Further analysis of the data by akaike's information criterion and the finite corrections
    • N. Sugiura, "Further analysis of the data by akaike's information criterion and the finite corrections," Communication in Statistics, vol. A 7, pp. 13-26, 1987.
    • (1987) Communication in Statistics , vol.A 7 , pp. 13-26
    • Sugiura, N.1
  • 9
    • 70349119250 scopus 로고
    • Regression and time series model selection in small samples
    • C. M. Hurvich and C. L. Tsai, "Regression and time series model selection in small samples," Biometrika, vol. 76, pp. 297-307, 1989.
    • (1989) Biometrika , vol.76 , pp. 297-307
    • Hurvich, C.M.1    Tsai, C.L.2
  • 10
    • 84873751778 scopus 로고
    • An invariant form of the prior probability in estimation problems
    • H. Jeffreys, "An invariant form of the prior probability in estimation problems," The Royal Statistical Society, vol. A 186, pp. 453-469, 1946.
    • (1946) The Royal Statistical Society , vol.A 186 , pp. 453-469
    • Jeffreys, H.1
  • 12
    • 0010809517 scopus 로고
    • Psi (digamma) function
    • J. M. Bernardo, "Psi (digamma) function," Applied Statistics, vol. 25, pp. 315-317, 1976.
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    • Bernardo, J.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.