On model selection and the arc sine laws

DOI10.1214/aos/1176345983zbMath0507.62037MaRDI 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 selection; random walks; asymptotic distributions; nested models; operating characteristics; Akaike's criterion; generalizations of arc sine laws; Mallows Cp criterion

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F99: Parametric inference

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