Stochastic complexity and the mdl principle

DOI10.1080/07474938708800126zbMath0718.62008OpenAlexW1999950466MaRDI QIDQ5750090

Jorma Rissanen

Publication date: 1987

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938708800126

zbMATH Keywords

stochastic complexityminimum description length principleMDL principleshortest code lengthestimation of lawsglobal maximum likelihoodsmall sample hypothesis testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Statistical aspects of information-theoretic topics (62B10)

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