A Kullback-Leibler Divergence for Bayesian Model Diagnostics
نویسندگان
چکیده
منابع مشابه
A Kullback-Leibler Divergence for Bayesian Model Diagnostics.
This paper considers a Kullback-Leibler distance (KLD) which is asymptotically equivalent to the KLD by Goutis and Robert [1] when the reference model (in comparison to a competing fitted model) is correctly specified and that certain regularity conditions hold true (ref. Akaike [2]). We derive the asymptotic property of this Goutis-Robert-Akaike KLD under certain regularity conditions. We also...
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ژورنال
عنوان ژورنال: Open Journal of Statistics
سال: 2011
ISSN: 2161-718X,2161-7198
DOI: 10.4236/ojs.2011.13021