Incollection,

Information Theory and an Extension of the Maximum Likelihood Principle

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Selected Papers of Hirotugu Akaike, Springer New York, DOI: 10.1007/978-1-4612-1694-0\_15.(1998)

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 shows an extension of the principle to provide answers to many practical problems of statistical model fitting.

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