Standard Article

Akaike's Criteria

  1. M. Stone

Published Online: 15 JUL 2005

DOI: 10.1002/0470011815.b2a09001

Encyclopedia of Biostatistics

Encyclopedia of Biostatistics

How to Cite

Stone, M. 2005. Akaike's Criteria. Encyclopedia of Biostatistics. 1.

Author Information

  1. University College London, London, UK

Publication History

  1. Published Online: 15 JUL 2005

Abstract

This entry covers Akaike's Final Prediction Error and information criteria for model selection, their links with Mallows' Cp and cross-validation, and user's expectations of such criteria.

Keywords:

  • model choice;
  • Akaike Information Criterion (AIC);
  • Final Prediction Error (FPE)