On Measures of Information and Divergence and Model Selection Criteria

نویسندگان

  • Alex Karagrigoriou
  • Takis Papaioannou
چکیده

1: In this paper we discuss measures of information and divergence and model selection criteria. Three classes of measures, Fisher-type, divergencetype 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).

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تاریخ انتشار 2006