Information criteria: How do they behave in different models?
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DOI: 10.1016/j.csda.2013.07.032
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References listed on IDEAS
- Gerda Claeskens & Nils Lid Hjort, 2004. "Goodness of Fit via Non‐parametric Likelihood Ratios," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(4), pages 487-513, December.
- repec:cup:cbooks:9780521852258 is not listed on IDEAS
- Hafidi, B. & Mkhadri, A., 2006. "A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression," Computational Statistics & Data Analysis, Elsevier, vol. 50(6), pages 1524-1550, March.
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- Tobias A. Möller & Christian H. Weiß & Hee-Young Kim & Andrei Sirchenko, 2018. "Modeling Zero Inflation in Count Data Time Series with Bounded Support," Methodology and Computing in Applied Probability, Springer, vol. 20(2), pages 589-609, June.
- Rinke Saskia & Sibbertsen Philipp, 2016.
"Information criteria for nonlinear time series models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(3), pages 325-341, June.
- Rinke, Saskia & Sibbertsen, Philipp, 2015. "Information Criteria for Nonlinear Time Series Models," Hannover Economic Papers (HEP) dp-548, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Fawen Li & Huifeng Liu & Xu Chen & Dong Yu, 2019. "Trivariate Copula Based Evaluation Model of Water Accessibility," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 33(9), pages 3211-3225, July.
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Keywords
Akaike information criterion (AIC); Entropy; Schwarz information criterion; BIC; Kullback–Leibler information; Selection of models;All these keywords.
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