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Applications of a Kullback-Leibler Divergence for Comparing Non-nested Models
Wang and Ghosh (2011) proposed a Kullback-Leibler divergence (KLD) which is asymptotically equivalent to the KLD by Goutis and Robert (1998) when the reference model (in comparison with a competing fitted model) is correctly specified and when certain regularity conditions hold true. While propertie...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2013
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4006220/ https://ncbi.nlm.nih.gov/pubmed/24795532 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1177/1471082X13494610 |
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