Next Article in Journal
Previous Article in Journal
Entropy 2014, 16(5), 2686-2698; doi:10.3390/e16052686
Article

Model Selection Criteria Using Divergences

1,2
Received: 1 April 2014; in revised form: 12 May 2014 / Accepted: 13 May 2014 / Published: 14 May 2014
View Full-Text   |   Download PDF [229 KB, uploaded 14 May 2014]
Abstract: In this note we introduce some divergence-based model selection criteria. These criteria are defined by estimators of the expected overall discrepancy between the true unknown model and the candidate model, using dual representations of divergences and associated minimum divergence estimators. It is shown that the proposed criteria are asymptotically unbiased. The influence functions of these criteria are also derived and some comments on robustness are provided.
Keywords: divergence measure; duality; model selection divergence measure; duality; model selection
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Export to BibTeX |
EndNote


MDPI and ACS Style

Toma, A. Model Selection Criteria Using Divergences. Entropy 2014, 16, 2686-2698.

AMA Style

Toma A. Model Selection Criteria Using Divergences. Entropy. 2014; 16(5):2686-2698.

Chicago/Turabian Style

Toma, Aida. 2014. "Model Selection Criteria Using Divergences." Entropy 16, no. 5: 2686-2698.


Entropy EISSN 1099-4300 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert