An information criterion ranks models by fit penalised for size: Akaike’s and Schwarz’s , for maximised log-likelihood and parameters; the smallest wins.
Quantitative Finance · Begrippenlijst
Quantitative Finance · Begrippenlijst
An information criterion ranks models by fit penalised for size: Akaike’s and Schwarz’s , for maximised log-likelihood and parameters; the smallest wins.