Model selection criteria based on Kullback information measures for nonlinear regression

Journal of Statistical Planning and Inference

Volumn 134, Issue 2, 2005, Pages 332-349

  Kim, Hyun Joo ^a   Cavanaugh, Joseph E ^b  

^a TRUMAN STATE UNIVERSITY   (United States)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

AIC; Akaike information criterion; I divergence; J divergence; Kullback Leibler information; Nonlinear regression

Indexed keywords

EID: 21644466361     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.05.002     Document Type: Article

References (15)

1. H. Akaike Information theory and an extension of the maximum likelihood principle in: B.N. Petrov F. Csáki (Eds.) Second International Symposium on Information Theory 1973 Akadémia Kiadó Budapest, Hungary 267-281
2. H. Akaike A new look at the statistical model identification IEEE Trans. Automat. Control AC-19 1974 716-723
3. J.E. Cavanaugh Unifying the derivations of the Akaike and corrected Akaike information criteria Statist. Probab. Lett. 33 1997 201-208
4. J.E. Cavanaugh A large-sample model selection criterion based on Kullback's symmetric divergence Statist. Probab. Lett. 42 1999 333-343
5. Cavanaugh, J.E., 2004. Criteria for linear model selection based on Kullback's symmetric divergence. Austral. New Zealand J. Statist., 46, 257-274.
6. A.R. Gallant Nonlinear Statistical Models 1987 Wiley New York, NY
7. C.M. Hurvich C.-L. Tsai Regression and time series model selection in small samples Biometrika 76 1989 297-307
8. C.M. Hurvich R.H. Shumway C.-L. Tsai Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples Biometrika 77 1990 709-719
9. Kotz, S., Johnson, N.L. (Eds.), 1982. Encyclopedia of Statistical Sciences, vol 2. Wiley, New York, NY.
10. S. Kullback Information Theory and Statistics 1968 Dover Mineola, NY
11. S. Kullback R.A. Leibler On information and sufficiency Ann. Math. Statist. 22 1951 76-86
12. H. Linhart W. Zucchini Model Selection 1986 Wiley New York, NY
13. A.D.R. McQuarrie C.-L. Tsai Regression and Time Series Model Selection 1998 World Scientific River Edge, NJ
14. R.H. Myers Classical and Modern Regression with Applications 2nd Edition 1990 Duxbury Pacific Grove, CA
15. N. Sugiura Further analysis of the data by Akaike's information criterion and the finite corrections Comm. Statist. A7 1978 13-26