Stochastic complexity and the mdl principle
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Publication:5750090
DOI10.1080/07474938708800126zbMath0718.62008OpenAlexW1999950466MaRDI QIDQ5750090
Publication date: 1987
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938708800126
stochastic complexityminimum description length principleMDL principleshortest code lengthestimation of lawsglobal maximum likelihoodsmall sample hypothesis testing
Parametric hypothesis testing (62F03) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)
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