Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions

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Publication:1092542

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DOI10.1007/BF02294361zbMath0627.62005MaRDI QIDQ1092542

Hamparsum Bozdogan

Publication date: 1987

Published in: Psychometrika (Search for Journal in Brave)

zbMATH Keywords

model selection polynomial model overparameterization Asymptotic properties AIC procedure Akaike's entropy-based information criterion CAIC CAICF empirical performances Monto Carlo experiments

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

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