论文信息 - Introduction to Akaike (1973) Information Theory and an Extension of the Maximum Likelihood Principle

Introduction to Akaike (1973) Information Theory and an Extension of the Maximum Likelihood Principle

The problem of estimating the dimensionality of a model occurs in various forms in applied statistics: estimating the number of factors in factor analysis, estimating the degree of a polynomial describing the data, selecting the variables to be introduced in a multiple regression equation, estimating the order of an AR or MA time series model, and so on.

J. Deleeuw | J. deLeeuw

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