A NOTE ON THE GENERALIZED INFORMATION CRITERION FOR CHOICE OF A MODEL

成果类型:
Article
署名作者:
ATKINSON, AC
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.1093/biomet/67.2.413
发表日期:
1980
页码:
413418
关键词:
摘要:
One way of selecting models is to choose that model for which the maximized log likelihood minus a multiple of the number of parameters estimated is a maximum. The choice of values for the multiplier is explored, with the value 1 corresponding to Akaike''s information criterion. The relationship with Bayesian procedures is mentioned.