A Bayesian analysis of the minimum AIC procedure

  • Hirotugu Akaike


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


Posterior Distribution Multivariate Gaussian Distribution Entropy Maximization Principle Maximum Likeli Marginal Posterior Distribution 


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Copyright information

© The Institute of Statistical Mathematics, Tokyo 1978

Authors and Affiliations

  • Hirotugu Akaike

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