Assessing the error probability of the model selection test
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Publication:1293717
DOI10.1023/A:1003140609666zbMATH Open0935.62025MaRDI QIDQ1293717FDOQ1293717
Authors: Hidetoshi Shimodaira 
Publication date: 8 May 2000
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Recommendations
model selectionlocal alternativesAkaike information criterionerror probabilitycanonical correlation coefficientfixed alternativestest on expected discrepancies
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)
Cited In (12)
- Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
- A corrected Clarke test for model selection and beyond
- Confidence sets for model selection by F -testing
- Selection of error probability laws by generalized modified profile likelihood
- Statistical tests for comparing possibly misspecified and nonnested models
- MULTIPLE COMPARISONS OF LOG-LIKELIHOODS AND COMBINING NONNESTED MODELS WITH APPLICATIONS TO PHYLOGENETIC TREE SELECTION
- On distribution of AIC in linear regression models
- Trading Variance Reduction with Unbiasedness: The Regularized Subspace Information Criterion for Robust Model Selection in Kernel Regression
- Error-statistical elimination of alternative hypotheses
- Test models for improving filtering with model errors through stochastic parameter estimation
- Composite likelihood model comparison test under fixed and local alternatives
- Asymptotic cumulants of some information criteria
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