Probability model selection using information-theoretic optimization criterion

DOI10.1080/00949650108812091MaRDI QIDQ2746328zbMATH OpenOpenAlexWikidataFDO

Authors Bon K. Sy

Publication date 23 May 2002

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650108812091

zbMATH Keywords

model selectionprobabilistic inference

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Numerical optimization and variational techniques (65K10)

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Cites work

• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• A new polynomial-time algorithm for linear programming
• Information-statistical pattern based approach for data mining
• Probabilistic analysis of optimization algorithms - some aspects from a practical point of view
• Testing and Locating Variance Changepoints with Application to Stock Prices

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(5)

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• Selecting nonlinear stochastic process rate models using information criteria
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