Global statistical information in exponential experiments and selection of exponential models
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Publication:1978985
DOI10.1023/A:1022244007831zbMATH Open0937.62006OpenAlexW206631494MaRDI QIDQ1978985FDOQ1978985
Authors: Igor Vajda, Edward C. van der Meulen
Publication date: 22 May 2000
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/32995
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Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric tests (62F05) Theory of statistical experiments (62B15)
Cites Work
- Estimating the dimension of a model
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- On the Distribution of the Likelihood Ratio
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- Modeling by shortest data description
- Model selection and prediction: Normal regression
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- Order estimation in ARMA-models by Lagrangian multiplier tests
- Title not available (Why is that?)
- Model selection by multiple test procedures
- Maximum likelihood principle and model selection when the true model is unspecified
- Order Choice in Nonlinear Autoregressive Models
- Estimating the Order of Hidden Markov Models
- Identification of a univariate ARMA model
Cited In (4)
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