Information Theory and an Extension of the Maximum Likelihood Principle

書誌事項

公開日
1998
DOI
  • 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.

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