Difference between revisions of "Information Criteria"
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Latest revision as of 21:02, 11 September 2020
Definition
Information Criteria are quantitative tests based on the likelihood function of a given model.
Examples =
Two common examples are:
- the Akaike Information Criterion (AIC) and
- the Schwartz Information Criterion (BIC)
Implementation
Issues and Challenges
- Multiple criteria with different emphasis / focus
