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Relations between information criteria for model-structure selection Part 1. The role of bayesian model order estimation

 

作者: SÁNDORM. VERES,  

 

期刊: International Journal of Control  （Taylor Available online 1990）
卷期: Volume 52, issue 2  

页码: 389-408

 

ISSN:0020-7179

 

年代: 1990

 

DOI:10.1080/00207179008953542

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Model structure estimation is first accommodated in the general framework of prediction error identification. The concept of the ‘best model structure’ is defined. A theorem is given on bayesian estimation, from which the strong consistency of well-known information criteria with penalty terms is inferred.

 

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