Assessing the error probability of the model selection test

DOI10.1023/A:1003140609666zbMath0935.62025MaRDI QIDQ1293717

Hidetoshi Shimodaira

Publication date: 8 May 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

model selectionAkaike information criterionlocal alternativeserror probabilitycanonical correlation coefficientfixed alternativestest on expected discrepancies

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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MULTIPLE COMPARISONS OF LOG-LIKELIHOODS AND COMBINING NONNESTED MODELS WITH APPLICATIONS TO PHYLOGENETIC TREE SELECTION ⋮ Trading Variance Reduction with Unbiasedness: The Regularized Subspace Information Criterion for Robust Model Selection in Kernel Regression ⋮ ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA ⋮ Statistical tests for comparing possibly misspecified and nonnested models ⋮ Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models ⋮ On distribution of AIC in linear regression models

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