Browsing by Subject "Model selection"
Now showing items 1-4 of 4
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Article
Forecasting ARMA models: A comparative study of information criteria focusing on MDIC
(2010)This paper deals with the implementation of model selection criteria to data generated by ARMA processes. The recently introduced modified divergence information criterion is used and compared with traditional selection ...
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Article
An improved divergence information criterion for the determination of the order of an ar process
(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 ...
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Article
A model selection criterion based on the BHHJ measure of divergence
(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., ...
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Article
On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies
(2010)Variable and model selection problems are fundamental to high-dimensional statistical modeling in diverse fields of sciences. Especially in health studies, many potential factors are usually introduced to determine an ...