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Schwarz information criterion

См. также в других словарях:

  • Information criterion — may refer to: *Akaike information criterion, a measure of the goodness fit of an estimated statistical model *Bayesian information criterion also known as the Schwarz information criterion, a statistical criterion for model selection *Hannan… …   Wikipedia

  • Bayesian information criterion — In statistics, in order to describe a particular dataset, one can use non parametric methods or parametric methods. In parametric methods, there might be various candidate models with different number of parameters to represent a dataset. The… …   Wikipedia

  • Akaike Information Criterion — Ein Informationskriterium ist ein Kriterium zur Auswahl eines Modells in der angewandten Statistik bzw. der Ökonometrie. Dabei gehen die Anpassungsgüte des geschätzten Modells an die vorliegenden empirischen Daten (Stichprobe) und Komplexität des …   Deutsch Wikipedia

  • Deviance information criterion — The deviance information criterion (DIC) is a hierarchical modeling generalization of the AIC (Akaike information criterion) and BIC (Bayesian information criterion, also known as the Schwarz criterion). It is particularly useful in Bayesian… …   Wikipedia

  • Akaike information criterion — Akaike s information criterion, developed by Hirotsugu Akaike under the name of an information criterion (AIC) in 1971 and proposed in Akaike (1974), is a measure of the goodness of fit of an estimated statistical model. It is grounded in the… …   Wikipedia

  • Fisher information — In statistics and information theory, the Fisher information (denoted mathcal{I}( heta)) is the variance of the score. It is named in honor of its inventor, the statistician R.A. Fisher.DefinitionThe Fisher information is a way of measuring the… …   Wikipedia

  • Dickey–Fuller test — In statistics, the Dickey–Fuller test tests whether a unit root is present in an autoregressive model. It is named after the statisticians D. A. Dickey and W. A. Fuller, who developed the test in 1979.[1] Contents 1 Explanation 2 Dealing with… …   Wikipedia

  • SIC — is a Latin word that means thus or, in writing, it was thus in the source material .Sic may also refer to: * Sic, Cluj, a commune in Romania * SiC, Silicon carbide, a semiconducting material, also used to make metalworking tools from * SIC, the… …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

  • Informationskriterium — Ein Informationskriterium ist ein Kriterium zur Auswahl eines Modells in der angewandten Statistik bzw. der Ökonometrie. Dabei gehen die Anpassungsgüte des geschätzten Modells an die vorliegenden empirischen Daten (Stichprobe) und Komplexität des …   Deutsch Wikipedia

  • Bayesian model comparison — A common problem in statistical inference is to use data to decide between two or more competing models. Frequentist statistics uses hypothesis tests for this purpose. There are several Bayesian approaches. One approach is through Bayes… …   Wikipedia

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