Stochastic complexity in statistical inquiry /

This book describes how model selection and statistical inference can be founded on the shortest code length for the observed data, called the stochastic complexity. This generalization of the algorithmic complexity not only offers an objective view of statistics, where no prejudiced assumptions of...

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Bibliographic Details
Main Author: Rissanen, Jorma (Author)
Format: Electronic eBook
Language:English
Published: Singapore ; River Edge, NJ : World Scientific, 1989.
Series:Series in computer science ; v. 15.
Subjects:
Online Access:CONNECT