Global statistical information in exponential experiments and selection of exponential models

DOI10.1023/A:1022244007831zbMath0937.62006MaRDI QIDQ1978985

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 families; information divergence; global information; Akaike criterion

Mathematics Subject Classification ID

62B15: Theory of statistical experiments

62B10: Statistical aspects of information-theoretic topics

62F05: Asymptotic properties of parametric tests

Related Items

Rényi information, loglikelihood and an intrinsic distribution measure, On Rényi information for ergodic diffusion processes

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