Information theory and an extension of the maximum likelihood principle
H Akaike - Selected papers of hirotugu akaike, 1998 - Springer
H Akaike
Selected papers of hirotugu akaike, 1998•SpringerIn 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.
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.
Abstract
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.
Springer