Information theory and an extension of the maximum likelihood principle | Health & Environmental Research Online (HERO)

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Citation
Tags

HERO ID

591

Reference Type

Book/Book Chapter

Title

Information theory and an extension of the maximum likelihood principle

Author(s)

Akaike, H

Year

1973

Publisher

Akadémiai Kiadó

Location

Budapest, Hungary

Book Title

2nd International Symposium on Information Theory

Page Numbers

267-281

Relationship(s)

is a chapter of 2990687 2nd international symposium on information theory, Tsahkadsor, Armenia, USSR, September 2-8, 1971

Abstract

In this paper it is shown that the classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion. This observation allows an extension of the principle to provide answers to many practical problems of statistical model fitting.

Editor(s)

BN Petrov; F Csaki

Conference Location

2nd International Symposium on Information Theory, Tsahkadsor, Armenia, USSR, September 2-8, 1971