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1998 | OriginalPaper | Buchkapitel

Information Theory and an Extension of the Maximum Likelihood Principle

verfasst von : Hirotogu Akaike

Erschienen in: Selected Papers of Hirotugu Akaike

Verlag: Springer New York

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In this paper it is shown that the classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion. This observation shows an extension of the principle to provide answers to many practical problems of statistical model fitting.

Metadaten
Titel
Information Theory and an Extension of the Maximum Likelihood Principle
verfasst von
Hirotogu Akaike
Copyright-Jahr
1998
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4612-1694-0_15