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Model Selection and the Principle of Minimum Description Length

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  • Hansen M. H
  • Yu B.

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  • Hansen M. H & Yu B., 2001. "Model Selection and the Principle of Minimum Description Length," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 746-774, June.
  • Handle: RePEc:bes:jnlasa:v:96:y:2001:m:june:p:746-774
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    Cited by:

    1. Md Atikur Rahman Khan & D.S. Poskitt, 2010. "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers 13/10, Monash University, Department of Econometrics and Business Statistics.
    2. Brockwell, P. J. & Dahlhaus, R., 2004. "Generalized Levinson-Durbin and Burg algorithms," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 129-149.
    3. Rissanen, Jorma & Roos, Teemu & Myllymäki, Petri, 2010. "Model selection by sequentially normalized least squares," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 839-849, April.
    4. Makalic, Enes & Schmidt, Daniel F., 2009. "Minimum Message Length shrinkage estimation," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1155-1161, May.
    5. Brian Hanlon & Catherine Forbes, 2002. "Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression," Monash Econometrics and Business Statistics Working Papers 8/02, Monash University, Department of Econometrics and Business Statistics.
    6. Poskitt, D.S. & Sengarapillai, Arivalzahan, 2013. "Description length and dimensionality reduction in functional data analysis," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 98-113.
    7. Ching-Kang Ing, 2005. "Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series," Econometrics 0503020, University Library of Munich, Germany.
    8. Fildes, Robert, 2006. "The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion," International Journal of Forecasting, Elsevier, vol. 22(3), pages 415-432.

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