• Article  

      A model selection criterion based on the BHHJ measure of divergence 

      Mattheou, K.; Lee, S.-J.; Karagrigoriou, Alex (2009)
      The aim of this work is the discussion and investigation of measures of divergence and model selection criteria. A recently introduced measure of divergence, the so-called BHHJ measure (Basu, A., Harris, I.R., Hjort, N.L., ...
    • Article  

      A new family of divergence measures for tests of fit 

      Mattheou, K.; Karagrigoriou, Alex (2010)
      Summary: The aim of this work is to investigate a new family of divergence measures based on the recently introduced Basu, Harris, Hjort and Jones (BHHJ) measure of divergence (Biometrika 85, 549-559). The new family is ...