On model selection and the arc sine laws
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Publication:1837492
DOI10.1214/aos/1176345983zbMath0507.62037MaRDI QIDQ1837492
Publication date: 1982
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345983
model selection; random walks; asymptotic distributions; nested models; operating characteristics; Akaike's criterion; generalizations of arc sine laws; Mallows Cp criterion
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