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PIC: Power Divergence Information Criterion

In: Statistical Theory and Applications

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  • Noel Cressie

Abstract

In this article, the power divergence statistics are adapted to a family of information criteria that includes Akaike’s information criterion as a special case. The principal application here is to problems involving counts and proportions, although the power-divergence information criterion (PIC) can be used in all those situations where one finds other information criteria being used, such as in the problem of model selection.

Suggested Citation

  • Noel Cressie, 1996. "PIC: Power Divergence Information Criterion," Springer Books, in: H. N. Nagaraja & Pranab Kumar Sen & Donald F. Morrison (ed.), Statistical Theory and Applications, chapter 1, pages 3-14, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4612-3990-1_1
    DOI: 10.1007/978-1-4612-3990-1_1
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