p-value model selection criteria for exponential families of increasing dimension

DOI10.1007/S00184-013-0436-XzbMATH Open1304.62065OpenAlexW2074906805WikidataQ59398381 ScholiaQ59398381MaRDI QIDQ464374FDOQ464374

Authors: Małgorzata Wojtyś, Jan Mielniczuk 

Publication date: 17 October 2014

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-013-0436-x

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• scientific article; zbMATH DE number 4117660

zbMATH Keywords

model selectiondensity estimationlikelihood ratio testexponential family\(p\)-value criterioninformation projection

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10)

Cites Work

• Estimating the dimension of a model
• Graphical models, exponential families, and variational inference
• Elements of Information Theory
• Data-Driven Version of Neyman's Smooth Test of Fit
• Title not available (Why is that?)
• Asymptotic Statistics
• Values of Mills' Ratio of Area to Bounding Ordinate and of the Normal Probability Integral for Large Values of the Argument
• Exponential inequalities for sums of random vectors
• Title not available (Why is that?)
• Approximation of density functions by sequences of exponential families
• Asymptotic optimality of data-driven Neyman's tests for uniformity
• Asymptotic optimality of new adaptive test in regression model
• Estimation of Fisher information using model selection
• Post-model-selection method for density estimation
• Data-Driven Smooth Tests When the Hypothesis Is Composite

Cited In (4)

• 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
• Title not available (Why is that?)

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