Information Theory and an Extension of the Maximum Likelihood Principle

  • Hirotogu Akaike
Part of the Springer Series in Statistics book series (SSS)

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.

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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • Hirotogu Akaike
    • 1
  1. 1.Institute of Statistical MathematicsJapan

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