Some notes on Rissanen's stochastic complexity

DOI10.1109/18.661521zbMath0902.62013OpenAlexW2158366474MaRDI QIDQ4400290

Guoqi Qian, Hans R. Künsch

Publication date: 9 December 1998

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e69d43684927fbfb9c8a880fbe41ee043de68609

zbMATH Keywords

model selectionFisher informationrobust regressionstochastic complexitytwo-part codes

Mathematics Subject Classification ID

Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10)

Related Items (8)

Law of iterated logarithm and consistent model selection criterion in logistic regression ⋮ Schwarz, Wallace, and Rissanen: Intertwining Themes in Theories of Model Selection ⋮ GARCH model selection criteria ⋮ Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models ⋮ Variable selection in linear regression: several approaches based on normalized maximum likelihood ⋮ Spatial sampling design based on stochastic complexity. ⋮ Stochastic complexity and model selection from incomplete data ⋮ On model selection via stochastic complexity in robust linear regression

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