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Akaike information criterion statistics. (Transl. from the Japanese). (English) Zbl 0608.62006
Mathematics and its Applications (Japanese Series), 1. Tokyo: KTK Scientific Publishers; Dordrecht etc.: D. Reidel Publishing Company, a member of the Kluwer Academic Publishers Group. XIX, 290 p. Dfl. 215.00; $ 89.00; £62.00 (1986).

This book presents a practical and unified new approach to statistics based on the Akaike information criterion introduced by H. Akaike in 1971.

An analysis is given of many statistical problems concerning estimation, statistical testing and descriptive methods of data. These are reviewed in a consistent framework of first developing a model then evaluating this by an information measure. This approach obviates the theory of sampling distributions and the need for accompanying statistical tables.

This is the first systematic book in English about the criterion and its uses in data analysis and modeling, and contains all that is needed to use the criterion in practice. In additon, it is an excellent and interesting book.

Reviewer: L.Pardo

MSC:
62B10Statistical information theory
62-02Research monographs (statistics)
94A15General topics of information theory
62J05Linear regression
62J10Analysis of variance and covariance