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
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
  • [41] Asymptotic theory for information criteria in model selection - functional approach
    Konishi, S
    Kitagawa, G
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2003, 114 (1-2) : 45 - 61
  • [42] Stolarsky and gini divergence measures in information theory
    Cerone, P.
    Dragomir, S. S.
    INEQUALITY THEORY AND APPLICATIONS, VOL 5, 2007, 5 : 33 - +
  • [43] Information Divergence and Distance Measures for Quantum States
    Nan Jiang
    Zhaozhi Zhang
    International Journal of Theoretical Physics, 2015, 54 : 689 - 698
  • [44] ON BOUNDS OF SOME DYNAMIC INFORMATION DIVERGENCE MEASURES
    Sunoj, S. M.
    Linu, M. N.
    STATISTICA, 2012, 72 (01) : 23 - 36
  • [45] Information Divergence and Distance Measures for Quantum States
    Jiang, Nan
    Zhang, Zhaozhi
    INTERNATIONAL JOURNAL OF THEORETICAL PHYSICS, 2015, 54 (02) : 689 - 698
  • [46] Region segmentation using information divergence measures
    Hibbard, LS
    MEDICAL IMAGE ANALYSIS, 2004, 8 (03) : 233 - 244
  • [47] Region segmentation using information divergence measures
    Hibbard, LS
    MEDICAL IMAGE COMPUTING AND COMPUTER-ASSISTED INTERVENTION - MICCAI 2003, PT 2, 2003, 2879 : 554 - 561
  • [48] Multi-criteria IT personnel selection on intuitionistic fuzzy information measures and ARAS methodology
    Mishra, A. Raj
    Sisodia, G.
    Pardasani, K. Raj
    Sharma, K.
    IRANIAN JOURNAL OF FUZZY SYSTEMS, 2020, 17 (04): : 55 - 68
  • [49] PERFORMANCE OF INFORMATION CRITERIA FOR MODEL SELECTION IN A LATENT GROWTH CURVE MIXTURE MODEL
    Usami, Satoshi
    JOURNAL JAPANESE SOCIETY OF COMPUTATIONAL STATISTICS, 2014, 27 (01): : 17 - 48
  • [50] Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold
    Zhang, Xinyu
    Wan, Alan T. K.
    Zhou, Sherry Z.
    JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2012, 30 (01) : 132 - 142