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Author(s) |
Sakamoto, Y. Ishiguro, M. Kitagawa, G. |
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Title | Akaike Information Criterion Statistics |
Publisher | KTK Scientific Publishers, D. Reidel Publishing Company |
Year of publication | 1986 |
Reviewed by | Dimitar Vandev |
It is translated by the authors from the original book, published in Japanese, as a volume of Information Sciences Series, Kyoritsu Publishing Company, 1983.
The theory of the famous Akaike Information Criterion (AIC) introduced in 1971 is presented systematicaly in the first part of the book. One can find in the second part many applications with numerical examples - discrete probability models, contingency tables, normal distribution models, regression models, analysis of variance models. Fortran source of the programs is included.
The book contains list of references by grouped by topic, index and answers to problems. The book is useful for anybody working in applied statistics and specially for students.