Maximization of ESI. Jaynes principle in testing significant inputs of linear model

DOI10.1515/ROSE.1998.6.4.311MaRDI QIDQ4231295zbMATH OpenOpenAlexFDO

Authors M. B. Malyutov, H. A. Sadaka

Publication date 14 March 1999

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1998.6.4.311

zbMATH Keywords

asymptotic efficiencyempirical Shannon informationfalse coins searchrandom balance method

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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(4)

• A Bayesian criterion for selecting super saturated screening designs.
• scientific article; zbMATH DE number 1301951 (Why is no real title available?)
• Search for sparse active inputs: a review
• Log-efficient search for significant inputs of linear model

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