Stochastic complexity and the mdl principle
From MaRDI portal
Publication:5750090
DOI10.1080/07474938708800126zbMath0718.62008MaRDI QIDQ5750090
Publication date: 1987
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938708800126
stochastic complexity; minimum description length principle; MDL principle; shortest code length; estimation of laws; global maximum likelihood; small sample hypothesis testing
62F03: Parametric hypothesis testing
62F10: Point estimation
62B10: Statistical aspects of information-theoretic topics
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