Maximum likelihood principle and model selection when the true model is unspecified

DOI10.1016/0047-259X(88)90137-6zbMath0684.62026OpenAlexW2036287266MaRDI QIDQ1825556

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(88)90137-6

zbMATH Keywords

model selection approximation regularity conditions law of the iterated logarithm maximum likelihood MLE AIC BIC strongly consistent inconsistent

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Foundations and philosophical topics in statistics (62A01)

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