On model selection and the arc sine laws

DOI10.1214/aos/1176345983zbMath0507.62037OpenAlexW2037491422MaRDI QIDQ1837492

Michael B. Woodroofe

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345983

zbMATH Keywords

model selectionrandom walksasymptotic distributionsnested modelsoperating characteristicsAkaike's criteriongeneralizations of arc sine lawsMallows Cp criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric inference (62F99)

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