• DocumentCode
    2494501
  • Title

    On error rates of statistical model selection based on information criteria

  • Author

    Gotoh, Masayuki ; Matsushima, Toshiyasu ; Hirasawa, Shigeichi

  • Author_Institution
    Dept. of Ind. & Manage. Syst. Eng., Waseda Univ., Tokyo, Japan
  • fYear
    1998
  • fDate
    16-21 Aug 1998
  • Firstpage
    417
  • Abstract
    In this paper, we shall derive the upper bounds on error rates of the statistical model selection using the information criteria, Pe *. Similar bounds were derived by J. Suzuki (1993). We shall generalize the results for the general model class
  • Keywords
    error statistics; maximum likelihood estimation; error rates; general model class; information criteria; statistical model selection; upper bounds; Bayesian methods; Cost accounting; Data engineering; Error analysis; Error probability; Integrated circuit modeling; Maximum likelihood estimation; Random variables; Statistics; Upper bound;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 1998. Proceedings. 1998 IEEE International Symposium on
  • Conference_Location
    Cambridge, MA
  • Print_ISBN
    0-7803-5000-6
  • Type

    conf

  • DOI
    10.1109/ISIT.1998.709022
  • Filename
    709022
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2494501