On Measures of Information and Divergence and Model Selection Criteria

Alex Karagrigoriou,Takis Papaioannou

doi:10.1007/978-0-8176-4619-6_35

On Measures of Information and Divergence and Model Selection Criteria

Alex Karagrigoriou, Takis Papaioannou

https://doi.org/10.1007/978-0-8176-4619-6_35

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Publication Date: Jan 1, 2008

Citations: 1

Affiliation: University of Cyprus, University of Ioannina, University of Piraeus

#Model Selection Criteria #Information Model Selection + Show 7 more

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Abstract

AbstractIn this chapter we discuss measures of information and divergence and model selection criteria. Three classes of measures, Fisher-type, divergence-type, 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).Keywords and PhrasesMeasures of information and divergenceacid-testadditivity propertyweighted distributioncensoring and truncationmodel selectionAICDIC

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