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Finite sample selection criteria for multinomial models

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Summary

Finite sample selection criteria are derived for the case of multinomial operating and approximating models. The criteria are based on the Kullback-Leibler, the Gauß and the Pearsonchisquared discrepancies and turn out to be crossvalidatory.

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References

  • Linhart, H., Zucchini, W. (1982). On model selection in analysis of variance. In: B. Fleischmann et al., ed. 's, Oper. Res. Proceedings 1981, 483–493.

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Authors and Affiliations

  1. Institut für Statistik und, Ökonometrie der Universität, Nikolausberger Weg 9c, D-3400, Göttingen

    H. Linhart

  2. Dept. of Math. Statistics, University of Cape Town, Private Bag, 7700, Rondebosch, South Africa

    W. Zucchini

Authors
  1. H. Linhart
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  2. W. Zucchini
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Linhart, H., Zucchini, W. Finite sample selection criteria for multinomial models. Statistische Hefte 27, 173–178 (1986). https://doi.org/10.1007/BF02932566

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  • DOI: https://doi.org/10.1007/BF02932566

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