메뉴 건너뛰기




Volumn 139, Issue 2, 2009, Pages 228-235

A model selection criterion based on the BHHJ measure of divergence

Author keywords

BHHJ measure; DIC; Measure of divergence; Model selection

Indexed keywords


EID: 55149083735     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.04.022     Document Type: Article
Times cited : (51)

References (16)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • Petrov B.N., and Csaki F. (Eds), Akademiai Kaido, Budapest
    • Akaike H. Information theory and an extension of the maximum likelihood principle. In: Petrov B.N., and Csaki F. (Eds). Proceeding of the second International Symposium on Information Theory (1973), Akademiai Kaido, Budapest
    • (1973) Proceeding of the second International Symposium on Information Theory
    • Akaike, H.1
  • 2
    • 0001640740 scopus 로고    scopus 로고
    • Robust and efficient estimation by minimising a density power divergence
    • Basu A., Harris I.R., Hjort N.L., and Jones M.C. Robust and efficient estimation by minimising a density power divergence. Biometrika 85 (1998) 549-559
    • (1998) Biometrika , vol.85 , pp. 549-559
    • Basu, A.1    Harris, I.R.2    Hjort, N.L.3    Jones, M.C.4
  • 3
    • 33646086957 scopus 로고    scopus 로고
    • An improved Akaike information criterion for state-space model selection
    • Bengtsson T., and Cavanaugh J.E. An improved Akaike information criterion for state-space model selection. Comput. Statist. Data Anal. 50 (2006) 2635-2654
    • (2006) Comput. Statist. Data Anal. , vol.50 , pp. 2635-2654
    • Bengtsson, T.1    Cavanaugh, J.E.2
  • 4
    • 3042856494 scopus 로고    scopus 로고
    • Criteria for linear model selection based on Kullback's symmetric divergence
    • Cavanaugh J.E. Criteria for linear model selection based on Kullback's symmetric divergence. Austral. New Zealand J. Statist. 46 (2004) 257-274
    • (2004) Austral. New Zealand J. Statist. , vol.46 , pp. 257-274
    • Cavanaugh, J.E.1
  • 5
    • 70349119250 scopus 로고
    • Regression and time series model selection in small samples
    • Hurvich C.M., and Tsai C.L. Regression and time series model selection in small samples. Biometrika 76 (1989) 297-307
    • (1989) Biometrika , vol.76 , pp. 297-307
    • Hurvich, C.M.1    Tsai, C.L.2
  • 6
    • 0000512689 scopus 로고    scopus 로고
    • Generalised information criteria in model selection
    • Konishi S., and Kitagawa G. Generalised information criteria in model selection. Biometrika 83 (1996) 875-890
    • (1996) Biometrika , vol.83 , pp. 875-890
    • Konishi, S.1    Kitagawa, G.2
  • 7
    • 38949176764 scopus 로고    scopus 로고
    • A method for analyzing supersaturated designs with block orthogonal structure
    • Koukouvinos C., and Mylona K. A method for analyzing supersaturated designs with block orthogonal structure. Comm. Statist. Simul. Comput. 37 (2008) 290-300
    • (2008) Comm. Statist. Simul. Comput. , vol.37 , pp. 290-300
    • Koukouvinos, C.1    Mylona, K.2
  • 8
    • 55149086855 scopus 로고    scopus 로고
    • A comparative study of variable selection procedures applied in high dimensional medical problems
    • (to appear)
    • Koukouvinos C., Mylona K., and Vonta F. A comparative study of variable selection procedures applied in high dimensional medical problems. J. Appl. Probab. Statist. 3 2 (2008) (to appear)
    • (2008) J. Appl. Probab. Statist. , vol.3 , Issue.2
    • Koukouvinos, C.1    Mylona, K.2    Vonta, F.3
  • 12
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwarz G. Estimating the dimension of a model. Ann. Statist. 6 (1978) 461-464
    • (1978) Ann. Statist. , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 13
    • 9744257850 scopus 로고    scopus 로고
    • A small sample model selection based on the Kullback symmetric divergence
    • Seghouane A.K., and Bekara M. A small sample model selection based on the Kullback symmetric divergence. IEEE Trans. Signal Process 52 (2004) 3314-3323
    • (2004) IEEE Trans. Signal Process , vol.52 , pp. 3314-3323
    • Seghouane, A.K.1    Bekara, M.2
  • 14
    • 55149111937 scopus 로고    scopus 로고
    • Selection criteria based on Monte Carlo simulation and cross validation in mixed models
    • Shang J. Selection criteria based on Monte Carlo simulation and cross validation in mixed models. Far East J Theor. Statist. 25 (2008) 51-72
    • (2008) Far East J Theor. Statist. , vol.25 , pp. 51-72
    • Shang, J.1
  • 15
    • 35748970206 scopus 로고    scopus 로고
    • Bootstrap variants of the Akaike information criterion for mixed model selection
    • Shang J., and Cavanaugh J.E. Bootstrap variants of the Akaike information criterion for mixed model selection. Comput. Statist. Data Anal. 52 (2008) 2004-2021
    • (2008) Comput. Statist. Data Anal. , vol.52 , pp. 2004-2021
    • Shang, J.1    Cavanaugh, J.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.