On measures of information and divergence and model selection criteria

被引：1
|
作者：
Karagrigoriou, Alex [1 ]
Papaioannou, Takis [2 ,3 ]
机构：
[1] Univ Cyprus, Dept Math & Stat, POB 20537, CY-1678 Nicosia, Cyprus
[2] Univ Piraeus, Dept Stat & Insurance Sci, Piraeus, Greece
[3] Univ Ioannina, Dept Math, GR-45110 Ioannina, Greece
来源：
STATISTICAL MODELS AND METHODS FOR BIOMEDICAL AND TECHNICAL SYSTEMS | 2008年
关键词：
measures of information and divergence; acid-test; additivity property; weighted distribution; censoring and truncation; model selection; AIC; DIC;
D O I：
10.1007/978-0-8176-4619-6_35
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this chapter we discuss measures of information and divergence and model selection criteria. Three classes of measures, Fisher-type, divergence-type, and entropy-type measures, are discussed and their properties are presented. Information through censoring and truncation is presented and model selection criteria are investigated including the Akaike information criterion (AIC) and the divergence information criterion (DIC).
引用
收藏
页码：503 / +
页数：4
相关论文
共 50 条
  • [21] Information and other criteria in structural equation model selection
    Haughton, Dominique M.A.
    Oud, Johan H.L.
    Jansen, Robert A.R.G.
    Communications in Statistics Part B: Simulation and Computation, 1997, 26 (04): : 1477 - 1516
  • [22] Information criteria for Fay-Herriot model selection
    Marhuenda, Yolanda
    Morales, Domingo
    del Carmen Pardo, Maria
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2014, 70 : 268 - 280
  • [23] INFORMATION AND PREDICTIVE CRITERIA FOR SELECTION OF MIXED LINEAR MODEL
    Maria del Carmen, Garcia
    Castellana, Noelia
    Rapelli, Cecilia
    Koegel, Liliana
    Catalano, Mara
    SABERES, 2014, (06) : 61 - 76
  • [24] On the behavior of information theoretic criteria for model order selection
    Liavas, AP
    Regalia, PA
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2001, 49 (08) : 1689 - 1695
  • [25] A COMPARISON OF THE INFORMATION AND POSTERIOR PROBABILITY CRITERIA FOR MODEL SELECTION
    CHOW, GC
    JOURNAL OF ECONOMETRICS, 1981, 16 (01) : 21 - 33
  • [26] On Information Divergence Measures and a Unified Typicality
    Ho, Siu-Wai
    Yeung, Raymond W.
    IEEE TRANSACTIONS ON INFORMATION THEORY, 2010, 56 (12) : 5893 - 5905
  • [27] On information divergence measures and a unified typicality
    Ho, Siu-Wai
    Yeung, Raymond W.
    2006 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY, VOLS 1-6, PROCEEDINGS, 2006, : 113 - +
  • [28] Relative divergence measures and information inequalities
    Taneja, Inder Jeet
    INEQUALITY THEORY AND APPLICATIONS, VOL 5, 2007, 5 : 145 - 168
  • [29] On Selection Criteria for the Tuning Parameter in Robust Divergence
    Sugasawa, Shonosuke
    Yonekura, Shouto
    ENTROPY, 2021, 23 (09)
  • [30] Extended Bayesian information criteria for model selection with large model spaces
    Chen, Jiahua
    Chen, Zehua
    BIOMETRIKA, 2008, 95 (03) : 759 - 771
12345