Model selection in the presence of incidental parameters (Q2516318)

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Model selection in the presence of incidental parameters
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    Model selection in the presence of incidental parameters (English)
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    13 August 2015
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    (adaptive) model selection
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    incidental parameters
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    profile likelihood
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    Kullback-Leibler information
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    integrated likelihood
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    bias-reducing prior
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    fixed effects
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    lag order
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