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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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Enregistré dans:
Détails bibliographiques
Auteurs principaux: Wang, Chen-Pin, Jo, Booil
Format: Artigo
Langue:Inglês
Publié: 2013
Sujets:
Accès en ligne: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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