Local asymptotic admissibility of a generalization of Akaike's model selection rule

DOI10.1007/BF02481014zbMath0489.62010MaRDI QIDQ1166855

Charles J. Stone

Publication date: 1982

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

complexitylocal asymptotic normalitymaximum likelihood estimatorKullback-Leibler measuregeneralization of Akaike model selection rulelocal asymptotic admissibilityminimum AIC rule

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Admissibility in statistical decision theory (62C15)

Related Items (2)

Model-structure selection by cross-validation ⋮ Model selection for infinite variance time series

Cites Work

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