A universal prior for integers and estimation by minimum description length

DOI10.1214/aos/1176346150zbMath0513.62005OpenAlexW2106596127MaRDI QIDQ1050717

Jorma Rissanen

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346150

zbMATH Keywords

parametersmodelingcodingminimum description length principlemaximum likelihood principleJaynes principle of maximum entropymodification of Jeffrey improper distributionuniversal prior

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10)

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