Semua buku

Profesional

Aplikasi Tentang Pelatih Masuk Mulai membaca

Quantitative Finance · Glosarium

Apa itu Information criterion?

Definition 17.5 Quantitative Methods · Bab 17 — Linear Time Series

An information criterion ranks models by fit penalised for size: Akaike’s AIC=−2ℓ+2k\mathrm{AIC} = -2\ell + 2k and Schwarz’s BIC=−2ℓ+kln⁡n\mathrm{BIC} = -2\ell + k\ln n, for maximised log-likelihood ℓ\ell and kk parameters; the smallest wins.

Baca dalam konteks →