Optimal information criteria minimizing their asymptotic mean square errors

DOI10.1007/s13571-016-0115-9zbMath1358.62029OpenAlexW2341493365MaRDI QIDQ506001

Haruhiko Ogasawara

Publication date: 27 January 2017

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-016-0115-9

zbMATH Keywords

asymptotic biasasymptotic mean square errorAkaike information criterionKullback-Leibler distanceTakeuchi information criterion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

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