DSpace at EWHA: Maximized log-likelihood updating and model selection

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DC Field	Value	Language
dc.contributor.author	소병수	-
dc.date.accessioned	2016-08-28T11:08:27Z	-
dc.date.available	2016-08-28T11:08:27Z	-
dc.date.issued	2003	-
dc.identifier.issn	0167-7152	-
dc.identifier.other	OAK-1613	-
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/219291	-
dc.description.abstract	On the basis of simple algebraic identities, we derive a new updating formula for the maximized log-likelihoods. This formula enables us to decompose the predictive minimum description length (PMDL) criterion of Rissanen J. Roy. Statist. Soc. Ser. B 49 (1987) 1 into maximized log-likelihood and a penalty term representing model complexity. Statistical implications for model selection problems are discussed. © 2003 Elsevier B.V. All rights reserved.	-
dc.language	English	-
dc.title	Maximized log-likelihood updating and model selection	-
dc.type	Article	-
dc.relation.issue	3	-
dc.relation.volume	64	-
dc.relation.index	SCIE	-
dc.relation.index	SCOPUS	-
dc.relation.startpage	293	-
dc.relation.lastpage	303	-
dc.relation.journaltitle	Statistics and Probability Letters	-
dc.identifier.doi	10.1016/S0167-7152(03)00174-3	-
dc.identifier.wosid	WOS:000185300800010	-
dc.identifier.scopusid	2-s2.0-0042929711	-
dc.author.google	So B.S.	-
dc.contributor.scopusid	소병수(7005199584)	-
dc.date.modifydate	20211102105704	-