Information Criteria and Statistical Modeling

• Main Authors: Konishi, Sadanori (Author), Kitagawa, Genshiro (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2008.
• Series: Springer Series in Statistics,
• Subjects: Statistics.; Coding theory.; Mathematical statistics.; Data mining.; Computer simulation.; Mathematical models.; Statistical Theory and Methods.; Mathematical Modeling and Industrial Mathematics.; Coding and Information Theory.; Data Mining and Knowledge Discovery.; Probability and Statistics in Computer Science.; Simulation and Modeling.

Winner of the 2009 Japan Statistical Association Publication Prize. The Akaike information criterion (AIC) derived as an estimator of the Kullback-Leibler information discrepancy provides a useful tool for evaluating statistical models, and numerous successful applications of the AIC have been repor...