Likelihood-Based Inference with Singular Information Matrix
نویسندگان
چکیده
منابع مشابه
Information-based inference in sloppy and singular models
The failure of the information-based Akaike Information Criterion (AIC) in the context of singular models can be rectified by the definition of a Frequentist Information Criterion (FIC). FIC applies a frequentist approximation to the computation of the model complexity, which can be estimated analytically in many contexts. Like AIC, FIC can be understood as an unbiased estimator of the model pr...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2000
ISSN: 1350-7265
DOI: 10.2307/3318576