Inadmissibility of the corrected Akaike information criterion

DOI10.3150/23-bej1638arXiv2211.09326OpenAlexW4391458284MaRDI QIDQ6201858

Takeru Matsuda

Publication date: 26 March 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.09326

zbMATH Keywords

Akaike information criterionadmissibilityloss estimationKullback-Leibler discrepancycorrected Akaike information criterion

Mathematics Subject Classification ID

Statistics (62-XX) Information and communication theory, circuits (94-XX)

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