Maximized log-likelihood updating and model selection.

DOI10.1016/S0167-7152(03)00174-3MaRDI QIDQ1423127zbMATH OpenOpenAlexFDO

Authors D. Massart

Publication date 14 February 2004

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(03)00174-3

zbMATH Keywords

Information criteriaMaximized log-likelihoodUpdating formula

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

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Cites work

• scientific article; zbMATH DE number 4106081 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 3553528 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• Estimating the dimension of a model
• Generalised information criteria in model selection
• Maximum likelihood principle and model selection when the true model is unspecified
• On predictive least squares principles
• THE ESTIMATION OF THE ORDER OF AN AUTOREGRESSION USING RECURSIVE RESIDUALS AND CROSS-VALIDATION

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