Introduction to Akaike (1973) Information Theory and an Extension of the Maximum Likelihood Principle

Published on Jan 1, 1992
· DOI :10.1007/978-1-4612-0919-5_37
J. deLeeuw1
Estimated H-index: 1
(UCLA: University of California, Los Angeles)
The problem of estimating the dimensionality of a model occurs in various forms in applied statistics: estimating the number of factors in factor analysis, estimating the degree of a polynomial describing the data, selecting the variables to be introduced in a multiple regression equation, estimating the order of an AR or MA time series model, and so on.
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