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Showing 3 results for Kullback-Leibler Information
Hossein Baghishani, Mohammad Mahdi Tabatabaei,
Volume 1, Issue 1 (9-2007)
Abstract
In parameter driven models, the main problem is likelihood approximation and also parameter estimation. One approach to this problem is to apply simpler likelihoods such as composite likelihood. In this paper, we first introduce the parameter driven models and composite likelihood and then define a new model selection criterion based on composite likelihood. Finally, we demonstrate composite likelihood's capabilities in inferences and accurate model selection in parameter driven models throughout a simulation study.
Maliheh Abbasnejad, Marzeiyeh Shakouri,
Volume 2, Issue 2 (2-2009)
Abstract
In this paper, we establish a goodness of fit test for exponentiality based on the estimated Renyi information. We use an estimator for Renyi distance in manner of Correa entropy estimate. Critical values of the test are computed by Monte Carlo simulation. Also we compute the power of the test under different alternatives and show that it compares favorably with the leading competitor.
Ebrahim Konani, Saeid Bagrezaei,
Volume 5, Issue 1 (9-2011)
Abstract
In this article the characterization of distributions is considered by using Kullback-Leibler information and records values. Then some characterizations are obtained based on Kullback-Leibler information and Shannon entropy of order statistics and record values.
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