On the choice of a discrepancy functional for model selection

DOI10.1080/03610929508831654MaRDI QIDQ4337107zbMATHOpenAlexFDO

Authors Michael W. Trosset, Barbara N. Sands

Publication date 10 November 1997

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929508831654

zbMATH Keywords

model selectionrobustnessdiscrepancy functionalprinciple of parsimonyminimum distance estimationmodel discrimination

Mathematics Subject Classification ID

Nonparametric inference (62G99)

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• An invariant form for the prior probability in estimation problems
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• Information Criteria for Discriminating Among Alternative Regression Models
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Minimum Hellinger distance estimates for parametric models
• Nonmetric individual differences multidimensional scaling: An alternating least squares method with optimal scaling features
• On Information and Sufficiency
• On Kullback-Leibler loss and density estimation
• On the General Problem of Model Selection
• Pathologies of some minimum distance estimators
• Probabilities of Hypotheses and Information-Statistics in Sampling from Exponential-Class Populations
• Stochastic estimation and testing
• Testing Non-Nested Nonlinear Regression Models
• The ``automatic robustness of minimum distance functionals

Cited in

(7)

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• Links between discrepancy and nonparametric estimation, methodology for selecting points based on available data
• Model evaluation, discrepancy function estimation, and social choice theory
• Counting probability distributions: Differential geometry and model selection
• Comparing and calibrating discrepancy measures for Bayesian model selection

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