Abstract
The problem of model selection can be discussed in various ways. This chapter deals with the problem from the viewpoint of selection among a class of parametric family the one which can be considered to be the closest approximation of the true model, and it leads to the criterion of AIC.
The origin of this chapter is Takeuchi (1976) Distribution of informational statistics and a criterion of model fitting. Sūri Kagaku 153, 12–18, a Japanese paper published to explain the mathematical bases of AIC.
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Takeuchi, K.: Distribution of informational statistics and a criterion of model fitting. Math. Sci. (in Japanese) 153, 12–18 (1976)
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Takeuchi, K. (2020). On the Problem of Model Selection Based on the Data. In: Contributions on Theory of Mathematical Statistics. Springer, Tokyo. https://doi.org/10.1007/978-4-431-55239-0_12
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DOI: https://doi.org/10.1007/978-4-431-55239-0_12
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