Global statistical information in exponential experiments and selection of exponential models

DOI10.1023/A:1022244007831MaRDI QIDQ1978985zbMATH OpenOpenAlexFDO

Authors Igor Vajda, Edward C. van der Meulen

Publication date 22 May 2000

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/32995

zbMATH Keywords

exponential familiesinformation divergenceglobal informationAkaike criterion

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric tests (62F05) Theory of statistical experiments (62B15)

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Cites work

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• Estimating the Order of Hidden Markov Models
• Estimating the dimension of a model
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• Model selection by multiple test procedures
• Modeling by shortest data description
• On the Distribution of the Likelihood Ratio
• Order Choice in Nonlinear Autoregressive Models
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Cited in

(4)

• On the choice of a model to fit data from an exponential family
• Rényi information, loglikelihood and an intrinsic distribution measure
• Global information in statistical experiments and consistency of likelihood-based estimates and tests.
• On Rényi information for ergodic diffusion processes

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