Generalized information criterion for the AR model
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DOI: 10.1016/j.jkss.2016.12.002
Abstract: Abstract This paper studies the generalized information criterion (GIC) for the problem of subset selection in the autoregressive (AR) model under the condition that some of the parameters are irrelevant to the AR model. We… read more here.
Keywords: model; criterion model; generalized information; information criterion ... See more keywords
On some dynamic generalized information measures for bivariate lifetimes
Sign Up to like & getrecommendations! Published in 2018 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2017.1395051
Abstract: ABSTRACT Several generalizations to the concept of Kullback-Leibler divergence measure and Kerridge inaccuracy measure are available in the literature. In a recent paper Kundu (Metrika, 78:415–435, 2015) considered a generalized K-L divergence measure of order… read more here.
Keywords: measures bivariate; generalized information; information measures; measure ... See more keywords
Generalized information matrix tests for copulas
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DOI: 10.1080/07474938.2018.1514023
Abstract: Abstract We propose a family of goodness-of-fit tests for copulas. The tests use generalizations of the information matrix (IM) equality of White and so relate to the copula test proposed by Huang and Prokhorov. The… read more here.
Keywords: generalized information; tests copulas; information matrix; matrix tests ... See more keywords