Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random

Wei, YT; Wang, QH; Duan, XG; Qin, J

Wang, QH (corresponding author), Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China.

COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2021; 160 ():

Abstract

A model selection problem for the conditional probability function of the response variable Y given the covariable vector (X, Z) is considered under t......

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