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.
CITATION STYLE
Akaike, H. (1992). Breakthroughs in Statistics, Foundations and Basic Theory. Springer Series in Statistics, 610–624.
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