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Information Criterions are methods of assessing model fit penalized for the number of estimated parameters. Another question on the site asked for a comparison between the KIC and two other common information criterions, AIC and BIC. The AIC and BIC seem to be commonly agreed to refer to the Akaike Information Criterion and Bayesian Information Criterion respectively.

  1. If it isn't specified, which Information Criterion is most likely to be referred to if someone asks about the KIC?
  2. A quick Google Scholar search shows a "Kullback Information Criterion" and a "Kashyap Information Criterion". Are there any other likely candidates?
  3. AIC has been associated with LOO whereas BIC has been associated with K-fold cross validation. Is there a similar metaphor for the type of information being captured by KIC? If so, what is it? If not, what characteristics of the KIC are notable for causing one to use KIC in favor of other information criteria?
russellpierce
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    @Kodiologist somebody in this case is CrossValidated at large (which is documented in the question itself). I'm just fleshing out the knowledge base. You may want to consider that "ask them, not us" might be percieved by some as unfriendly. – russellpierce Dec 20 '18 at 17:24
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    @russelpierce Different users on Cross Validated could mean different things. The question you linked is closed, but if you're trying to answer an open question, ask the author of that question. It's always a good idea to ask askers to spell out their abbreviations. I do that a lot. – Kodiologist Dec 20 '18 at 17:33
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    Indeed, excellent point. That question was very long in the tooth when it got closed. I tried to ask this question in such a way that the answers will help people who have in hand "KIC" but lack other context. – russellpierce Dec 20 '18 at 17:37
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    @Kodiologist: I [recommended russellpierce ask this](https://stats.stackexchange.com/questions/577/is-there-any-reason-to-prefer-the-aic-or-bic-over-the-other?noredirect=1#comment720910_577), but I'm not the OP of those questions either. We see frequent references to KIC, yet when I went searching for a definition(s), I didn't find anything definitive. So this is well worth asking. The people who use the term may well not be aware it's ambiguous/poorly-defined. So this is well worth asking. – smci Dec 29 '18 at 05:24

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