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Accurate bias estimation with applications to focused model selection - MaRDI portal

Accurate bias estimation with applications to focused model selection

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Publication:6536931

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DOI10.1111/sjos.12696MaRDI QIDQ6536931

Ingrid Hobæk Haff, Nils Lid Hjort, Ingrid Dæhlen

Publication date: 14 May 2024

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

model selection asymptotic theory misspecified models bias estimation focused information criterion MSE estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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