Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (Q5467624)

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scientific article; zbMATH DE number 5026150
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Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models
scientific article; zbMATH DE number 5026150

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    Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (English)
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    24 May 2006
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    penalized likelihood
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    consistency
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    law of the iterated logarithm
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