Asymptotic Probabilities of Over-estimating and Under-estimating the Order of a Model in General Regular Families

DOI10.1081/STA-120021564zbMath1140.62312OpenAlexW2058796581MaRDI QIDQ4484619

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Publication date: 12 June 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120021564

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Large deviations (60F10)

Related Items (1)

Testing the order of a model

Cites Work

• Asymptotic properties of criteria for selection of variables in multiple regression
• On the choice of a model to fit data from an exponential family
• Consistent estimation of a mixing distribution
• On model selection and the arc sine laws
• Weak convergence and empirical processes. With applications to statistics
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