AIC for nested models: AIC = 2k - 2 ln L; Hahn-Banach extension on model functionals

Akaike Information Criterion framework (Akaike 1973 in Petrov-Csaki Information Theory). Setup: given a family of statistical models M_1, M_2, ... with k_i parameters and maximised likelihoods L_i = max_theta L(theta; data), AIC(M_i) = 2…