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

IEEE Transactions on Signal Processing

Volumn 52, Issue 12, 2004, Pages 3314-3323

  Seghouane, Abd Krim ^a   Bekara, Maïza ^b  

^a INRIA ROCQUENCOURT   (France)

^b SUPELEC   (France)

Author keywords

AIC; AICc; Autoregressive time series; KIC; Kullback Leibler information; Model selection

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; INFORMATION THEORY; MATHEMATICAL MODELS; MATRIX ALGEBRA; POLYNOMIALS; REGRESSION ANALYSIS;

AKAIKE INFORMATION CRITERION (AIC); AUTOREGRESSIVE TIME SERIES; KULLBACK INFORMATION CRITERION (KIC); KULLBACK-LEIBLER INFORMATION; MODEL SELECTION; POLYNOMIAL REGRESSION;

SIGNAL PROCESSING;

EID: 9744257850     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2004.837416     Document Type: Article

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