Error Variance for <I>AIC</I>

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Other Title
  • <I>AIC</I>における誤差分散
  • AICにおける誤差分散
  • AIC ニ オケル ゴサ ブンサン
  • Error Variance for AIC

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Abstract

AIC (Akaike's Information Criterion) uses the maximum likelihood estimator of variance when errors are independent and identically distributed normally. However, the unbiased estimator of variance can be adoped. This modified AIC is called AIC'. Furthermore, when the variance of error is adjustable, the resultant variance is different from the maximum likelihood estimator and the unbiased estimator.

Journal

  • Ouyou toukeigaku

    Ouyou toukeigaku 40 (2), 81-86, 2011

    Japanese Society of Applied Statistics

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