On the Use of Entropy to Improve Model Selection Criteria
The most widely used forms of model selection criteria, the Bayesian Information Criterion (BIC) and the Akaike Information Criterion (AIC), are expressed in terms of synthetic indicators of the residual distribution: the variance and the mean-squared error of the residuals respectively. In many app...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-04-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/21/4/394 |