Information Criteria and Statistical Modeling

His primary interests are in time series analysis, non-Gaussian nonlinear filtering and statistical modeling. He is the executive editor of the Annals of theInstitute of Statistical Mathematics, co-author of Smoothness Priors Analysis of Time Series, Akaike Information Criterion Statistics, and seve...

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Bibliographic Details
Main Authors: Konishi, Sadanori, Kitagawa, Genshiro (Author)
Format: eBook
Published: New York, NY Springer New York 2008, 2008
Edition:1st ed. 2008
Series:Springer Series in Statistics
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Concept of Statistical Modeling
  • Statistical Models
  • Information Criterion
  • Statistical Modeling by AIC
  • Generalized Information Criterion (GIC)
  • Statistical Modeling by GIC
  • Theoretical Development and Asymptotic Properties of the GIC
  • Bootstrap Information Criterion
  • Bayesian Information Criteria
  • Various Model Evaluation Criteria