Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
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Publication:2490800
DOI10.1016/j.anihpb.2005.04.004zbMath1333.62094OpenAlexW4297563847MaRDI QIDQ2490800
Publication date: 18 May 2006
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2006__42_3_273_0
robustnessmodel selectionmaximum likelihoodminimax riskmetric dimensionrobust testsaggregation of estimators
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