Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Mattheou, K."
Now showing items 1-6 of 6
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Article
Forecasting ARMA models: A comparative study of information criteria focusing on MDIC
Mantalos, Panagiotis; Mattheou, K.; Karagrigoriou, Alex (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
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 ...
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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., ...
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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 ...
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On distributional properties and goodness-of-fit tests for generalized measures of divergence
Karagrigoriou, Alex; Mattheou, K. (2010)The aim of this work is the investigation of a generalized family of measures of divergence which includes the well-known Csiszár's, Cressie and Read's, and the Basu-Harris-Hjort-Jones (Basu et al., 1998) measures. A weakly ...
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On Properties of the (Φ, a)-Power Divergence Family with Applications in Goodness of Fit Tests
Vonta, Filia; Mattheou, K.; Karagrigoriou, Alex (2012)In this paper we unify the different measures of divergence by introducing a general class of measures of divergence, the (Φ, a) -power divergence family and investigate its main properties including the limiting property, ...