Browsing by Subject "Measure of divergence"

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Article

An improved divergence information criterion for the determination of the order of an ar process

Mantalos, Panagiotis; Mattheou, K.; Karagrigoriou, Alex (2010)

In this article we propose a modification of the recently introduced divergence information criterion (DIC, Mattheou et al., 2009) for the determination of the order of an autoregressive process and show that it is an ...
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., ...