The probability to select the correct model using likelihood-ratio based criteria in choosing between two nested models of which the more extended one is true

DOI10.1016/j.jspi.2004.04.025zbMath1074.62015MaRDI QIDQ2573525

Nelly van der Hoeven

Publication date: 22 November 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.04.025

zbMATH Keywords

Kullback-Leibler divergence; AIC; BIC; Power; Noncentral Chi-square

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62J02: General nonlinear regression

62F07: Statistical ranking and selection procedures

62B10: Statistical aspects of information-theoretic topics

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Unnamed Item, Newton's method and FFT trading, Multi-point evaluation in higher dimensions, Improved dense multivariate polynomial factorization algorithms, Change of order for regular chains in positive dimension

Cites Work

• Estimating the dimension of a model
• Regression and time series model selection in small samples
• On Information and Sufficiency
• A new look at the statistical model identification
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