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.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=2494501
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