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Original Articles

An iterative approach to variable selection based on the kullback-leibler information

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Pages 1043-1057 | Received 01 Nov 1997, Published online: 27 Jun 2007

References

  • Akaike , H. 1973 . Second International Symposium, on Information Theory , Edited by: Petrov , B.N. and Csakieds , F. 267 – 281 . Budapest : Akademiai Kiado .
  • Hughes , A.W. 1997 . Unpublished Doctoral Dissertation , Monash University .
  • Hurvich , C. M. and Tsai , C.L. 1989 . Regression and Time Series Model Selection in Small Samples . Biometrika , 76 : 297 – 307 .
  • Hurvich , C. M. and Tsai , C.L. 1991 . Bias of the Corrected AIC Criterion for Underfitted Regression and Time Series Models . Biometrika , 78 : 499 – 509 .
  • Mills , J.A. and Prasad , K. 1992 . A Comparison of Model Selection Criteria . Econometric Reviews , 11 : 201 – 233 .
  • Schwarz , G. 1978 . Estimating the Dimension of a Model . The Annals of Statistics , 6 : 401 – 464 .
  • Sugiura , N. 1978 . Further Analysis of the Data by Akaike's Information Criterion and the Finite Corrections . Communications in Statistics Theory and Methods , 7 : 13 – 26 .

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