Search Results - subject:"Kullback–Leibler information"

Arnold, Barry; Gokhale, D. - In: TEST: An Official Journal of the Spanish Society of … 7 (1998) 2, pp. 377-390

Persistent link: https://www.econbiz.de/10005184321

McQuarrie, Allan; Shumway, Robert; Tsai, Chih-Ling - In: Statistics & Probability Letters 34 (1997) 3, pp. 285-292

estimator of Kullback-Leibler information. We show that AICu is neither a consistent (Shibata, 1986) nor an efficient (Shibata …

Persistent link: https://www.econbiz.de/10005313894

Chang, Hua-Hua - In: Psychometrika 61 (1996) 3, pp. 445-463

Persistent link: https://www.econbiz.de/10005381682

Diks, Cees; Panchenko, Valentyn; Dijk, Dick van - Tinbergen Institute

multivariate density forecasts, based on the Kullback-Leibler Information Criterion (KLIC). The test is valid under general …

Persistent link: https://www.econbiz.de/10005144392

Tomizawa, Sadao - In: Statistics & Probability Letters 11 (1991) 6, pp. 547-550

ordered categories. The measure is expressed by using the Shannon entropy or the Kullback-Leibler information, based on the …

Persistent link: https://www.econbiz.de/10005223839

Arminger, Gerhard; Schoenberg, Ronald - In: Psychometrika 54 (1989) 3, pp. 409-425

Persistent link: https://www.econbiz.de/10005758041