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