Testing the order of a model

DOI10.1214/009053606000000344zbMath1096.62016arXivmath/0607806OpenAlexW1994621469MaRDI QIDQ2500450

Antoine Chambaz

Publication date: 24 August 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0607806

zbMATH Keywords

model selectionhypothesis testingempirical processeslarge deviationsmoderate deviationsmixtureserror exponentsorder estimationabrupt changes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistical decision theory (62C99) Large deviations (60F10) Random measures (60G57) Applications of functional analysis in probability theory and statistics (46N30) Asymptotic properties of parametric tests (62F05)

Related Items (7)

The Loss Rank Criterion for Variable Selection in Linear Regression Analysis ⋮ Bounds for Bayesian order identification with application to mixtures ⋮ Covariate selection in mixture models with the censored response variable ⋮ Model selection with the loss rank principle ⋮ A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification ⋮ Measurement by subjective estimation: Testing for separable representations ⋮ The likelihood ratio test for general mixture models with or without structural parameter

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