Information Theory and an Extension of the Maximum Likelihood Principle
書誌事項
- 公開日
- 1998
- DOI
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- 10.1007/978-1-4612-1694-0_15
- 10.1007/978-1-4612-0919-5_38
- 公開者
- Springer New York
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説明
In this paper it is shown that the classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion. This observation shows an extension of the principle to provide answers to many practical problems of statistical model fitting.
収録刊行物
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- Springer Series in Statistics
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Springer Series in Statistics 199-213, 1998
Springer New York