Global statistical information in exponential experiments and selection of exponential models

DOI10.1023/A:1022244007831zbMATH Open0937.62006OpenAlexW206631494MaRDI QIDQ1978985FDOQ1978985

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)

Cites Work

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• Estimating the dimension of a model
• On the Distribution of the Likelihood Ratio
• Modeling by shortest data description
• Model selection and prediction: Normal regression
• Order estimation in ARMA-models by Lagrangian multiplier tests
• Model selection by multiple test procedures
• Maximum likelihood principle and model selection when the true model is unspecified
• Order Choice in Nonlinear Autoregressive Models
• Estimating the Order of Hidden Markov Models
• Identification of a univariate ARMA model

Cited In (2)

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

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