On Measures of Information and Divergence and Model Selection Criteria.

Autor: Balakrishnan, N., Vonta, Filia, Nikulin, Mikhail, Limnios, Nikolaos, Huber-Carol, Catherine, Karagrigoriou, A., Papaioannou, T.
Zdroj: Statistical Models & Methods for Biomedical & Technical Systems; 2008, p503-518, 16p
Abstrakt: In this chapter we discuss measures of information and divergence and model selection criteria. Three classes of measures, Fisher-type, divergencetype, and entropy-type measures, are discussed and their properties are presented. Information through censoring and truncation is presented and model selection criteria are investigated including the Akaike information criterion (AIC) and the divergence information criterion (DIC). [ABSTRACT FROM AUTHOR]
Databáze: Supplemental Index