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Akaike information criterion

For a model with

k

fitted parameters and maximized likelihood

L (θ)

, the Akaike information criterion is

AIC = - 2 lo g L (θ) + 2 k .

Table of contents 117 3
- Mallows Cp Akaike information criterion 98 2
  - Bias-variance decomposition for linear prediction Mallows Cp 36
  - Unbiased prediction-error identity for ordinary least squares Mallows Cp 40

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