Asymptotic Probabilities of Over-estimating and Under-estimating the Order of a Model in General Regular Families

DOI10.1081/STA-120021564MaRDI QIDQ4484619zbMATH OpenOpenAlexFDO

Authors

Publication date 12 June 2003

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

Full work available at URL https://doi.org/10.1081/sta-120021564

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric estimators (62F12)

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Cites work

• Asymptotic properties of criteria for selection of variables in multiple regression
• Consistent estimation of a mixing distribution
• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 3097527 (Why is no real title available?)
• On model selection and the arc sine laws
• On the choice of a model to fit data from an exponential family
• Weak convergence and empirical processes. With applications to statistics

Cited in

(3)

• Testing the order of a model
• scientific article; zbMATH DE number 4117660 (Why is no real title available?)
• The estimation of the model order in exponential families

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