Model Selection via Minimum Description Length

The minimum description length (MDL) principle originated from data compression literature and has been considered for deriving statistical model selection procedures. Most existing methods utilizing the MDL principle focus on models consisting of independent data, particularly in the context of lin...

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Bibliographic Details
Main Author: Li, Li
Other Authors: Yao, Fang
Language:en_ca
Published: 2011
Subjects:
AIC
BIC
Online Access:http://hdl.handle.net/1807/31834