# 1973 InformationTheoryAndAnExtOfMLE

- (Akaike, 1973) ⇒ Hitotogu Akaike. (1973). “Information Theory and an Extension of the Maximum Likelihood Principle.” In: Proceedings of the Second International Symposium on Information Theory.

**Subject Headings:** IID Random Variable Set, Maximum Likelihood Estimation Algorithm.

## Quotes

- Keywords: asymptotic methods; curve fitting; information theory; maximum likelihood estimates; statistical decision theory; mathematical models; optimization; probability distribution functions; regression analysis; signal processing

### Abstract

- In this paper it is shown that the classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion. This observation allows an extension of the principle to provide answers to many practical problems of statistical model fitting.

### 5. Applications

### 5.5 Autoregressive Modeling Fittein in Time Series

- Though the discussion in the present paper has been limited to the realization of independent and identically distributed random variables, by following the approach of Billingsley ...,

Author | volume | Date Value | title | type | journal | titleUrl | doi | note | year | |
---|---|---|---|---|---|---|---|---|---|---|

1973 InformationTheoryAndAnExtOfMLE | Hirotugu Akaike | Information Theory and an Extension of the Maximum Likelihood Principle | Proceedings of the Second International Symposium on Information Theory | http://books.google.com/books?id=QN4Dn20r9uoC&pg=PA199 | 1973 |

Facts about "1973 InformationTheoryAndAnExtOfMLE"

Author | Hitotogu Akaike + |

journal | Proceedings of the Second International Symposium on Information Theory + |

title | Information Theory and an Extension of the Maximum Likelihood Principle + |

titleUrl | http://books.google.com/books?id=QN4Dn20r9uoC&pg=PA199 + |

year | 1973 + |