Comparison of the Model Selection Criteria for Multiple Regression Based on Kullback-Leibler’s Information

Comparison of the Model Selection Criteria for Multiple Regression Based on Kullback-Leibler’s Information

This paper presents the derivations to unify the justifications of the criteria based on Kullback’s divergence; AIC, AICc, KIC, KICcC, KICcSB, and KICcHM. The results show that KICcC has the strongest penalty function under some condition, followed, respectively, by KICcSB, KICcHM, KIC and AIC. Also...

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書目詳細資料
Main Authors:	Warangkhana Keerativibool, Pachitjanut Siripanich
格式:	บทความวารสาร
語言:	English
出版:	Science Faculty of Chiang Mai University 2019
在線閱讀:	http://it.science.cmu.ac.th/ejournal/dl.php?journal_id=8044 http://cmuir.cmu.ac.th/jspui/handle/6653943832/63897
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