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Global statistical information in exponential experiments and selection of exponential models
Applications of Mathematics, Tome 43 (1998) no. 1, pp. 23-51 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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The concept of global statistical information in the classical statistical experiment with independent exponentially distributed samples is investigated. Explicit formulas are evaluated for common exponential families. It is shown that the generalized likelihood ratio test procedure of model selection can be replaced by a generalized information procedure. Simulations in a classical regression model are used to compare this procedure with that based on the Akaike criterion.
The concept of global statistical information in the classical statistical experiment with independent exponentially distributed samples is investigated. Explicit formulas are evaluated for common exponential families. It is shown that the generalized likelihood ratio test procedure of model selection can be replaced by a generalized information procedure. Simulations in a classical regression model are used to compare this procedure with that based on the Akaike criterion.
DOI : 10.1023/A:1022244007831
Classification : 62B10, 62B15, 62F05
Keywords: exponential families; information divergence; Fisher information; global information; Akaike criterion; model selection 
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     title = {Global statistical information in exponential experiments and selection of exponential models},
     journal = {Applications of Mathematics},
     pages = {23--51},
     year = {1998},
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     doi = {10.1023/A:1022244007831},
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     zbl = {0937.62006},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1023/A:1022244007831/}
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Vajda, Igor; van der Meulen, E. Global statistical information in exponential experiments and selection of exponential models. Applications of Mathematics, Tome 43 (1998) no. 1, pp. 23-51. doi: 10.1023/A:1022244007831

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