p-value model selection criteria for exponential families of increasing dimension
From MaRDI portal
(Redirected from Publication:464374)
\(p\)-value model selection criteria for exponential families of increasing dimension
\(p\)-value model selection criteria for exponential families of increasing dimension
Recommendations
Cites work
- scientific article; zbMATH DE number 1034040 (Why is no real title available?)
- scientific article; zbMATH DE number 777587 (Why is no real title available?)
- Approximation of density functions by sequences of exponential families
- Asymptotic Statistics
- Asymptotic optimality of data-driven Neyman's tests for uniformity
- Asymptotic optimality of new adaptive test in regression model
- Data-Driven Smooth Tests When the Hypothesis Is Composite
- Data-Driven Version of Neyman's Smooth Test of Fit
- Elements of Information Theory
- Estimating the dimension of a model
- Estimation of Fisher information using model selection
- Exponential inequalities for sums of random vectors
- Graphical models, exponential families, and variational inference
- Post-model-selection method for density estimation
- Values of Mills' Ratio of Area to Bounding Ordinate and of the Normal Probability Integral for Large Values of the Argument
Cited in
(5)- Model selection for exponential families
- On the choice of a model to fit data from an exponential family
- Estimation of Fisher information using model selection
- scientific article; zbMATH DE number 4117660 (Why is no real title available?)
- Convergence of estimative density: criterion for model complexity and sample size
This page was built for publication: \(p\)-value model selection criteria for exponential families of increasing dimension
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q464374)