Likelihood of a model and information criteria

DOI10.1016/0304-4076(81)90071-3zbMath0457.62032OpenAlexW2158777221WikidataQ61440895 ScholiaQ61440895MaRDI QIDQ1151211

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90071-3

zbMATH Keywords

model selection maximum likelihood Kullback-Leibler discrimination entropy maximization principle

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Parametric inference (62F99) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

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