Maximization of ESI. Jaynes principle in testing significant inputs of linear model
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Publication:4231295
DOI10.1515/rose.1998.6.4.311zbMath0909.62065OpenAlexW1981682162MaRDI QIDQ4231295
Publication date: 14 March 1999
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.1998.6.4.311
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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