Hannan–Quinn information criterion

id: hannan-quinn-information-criterion-321-9334140
title: Hannan–Quinn information criterion
text: In statistics, the Hannan–Quinn information criterion (HQC) is a criterion for model selection. It is an alternative to Akaike information criterion (AIC) and Bayesian information criterion (BIC). It is given as where L m a x is the log-likelihood, k is the number of parameters, and n is the number of observations. Burnham & Anderson say that HQC, "while often cited, seems to have seen little use in practice". They also note that HQC, like BIC, but unlike AIC, is not an estimator of Kullback–Lei
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original url: https://en.wikipedia.org/wiki/Hannan%E2%80%93Quinn_information_criterion
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date modified: 2023-06-12T15:37:49Z
main entity: {"identifier":"Q5649021","url":"https://www.wikidata.org/entity/Q5649021"}
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