Annals of the Institute of Statistical Mathematics

, Volume 30, Issue 1, pp 9–14

A Bayesian analysis of the minimum AIC procedure

Authors

  • Hirotugu Akaike
Article

DOI: 10.1007/BF02480194

Cite this article as:
Akaike, H. Ann Inst Stat Math (1978) 30: 9. doi:10.1007/BF02480194

Summary

By using a simple example a minimax type optimality of the minimum AIC procedure for the selection of models is demonstrated.

Copyright information

© Kluwer Academic Publishers 1978