A model selection criterion based on the BHHJ measure of divergence

On Information and Sufficiency

S. Kullback, R. A. Leibler · The Annals of Mathematical Statistics · 1951 · 20K citations · Full text

Social Sciences, Economics, Information Theory +6

Discussion on the paper by Spiegelhalter, Best, Carlin and van der Linde

ArTS Archivio della ricerca di Trieste (University of Trieste https://www.units.it/) · 2002 · 12.8K citations

Engineering, Economics, Stochastic Processes +1

Regression and time series model selection in small samples

Clifford M. Hurvich, Chih‐Ling Tsai · Biometrika · 1989 · 6.4K citations

Computing, Biostatistics, Econometrics +15

Theory of Point Estimation

Eric R. Ziegel, E. L. Lehmann, George Casella · Technometrics · 1999 · 4.3K citations

Natural Sciences, Mathematics, Optimization +14

Robust and efficient estimation by minimising a density power divergence

Ayanendranath Basu · Biometrika · 1998 · 805 citations · Full text

Natural Sciences, Mathematics, Optimization +12