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On the Problem of Model Selection Based on the Data

In: Contributions on Theory of Mathematical Statistics

Author

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  • Kei Takeuchi

    (Professor Emeritus, The University of Tokyo)

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.

Suggested Citation

  • Kei Takeuchi, 2020. "On the Problem of Model Selection Based on the Data," Springer Books, in: Contributions on Theory of Mathematical Statistics, chapter 0, pages 329-356, Springer.
    • Handle: RePEc:spr:sprchp:978-4-431-55239-0_12
    DOI: 10.1007/978-4-431-55239-0_12
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