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

DOI10.1007/s00184-013-0436-xzbMath1304.62065OpenAlexW2074906805WikidataQ59398381 ScholiaQ59398381MaRDI QIDQ464374

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

zbMATH Keywords

likelihood ratio testmodel selectionexponential familydensity estimation\(p\)-value criterioninformation projection

Mathematics Subject Classification ID

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

Cites Work

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• Estimation of Fisher information using model selection
• Approximation of density functions by sequences of exponential families
• Exponential inequalities for sums of random vectors
• Estimating the dimension of a model
• Asymptotic optimality of data-driven Neyman's tests for uniformity
• Asymptotic optimality of new adaptive test in regression model
• Post-Model-Selection Method for Density Estimation
• Graphical Models, Exponential Families, and Variational Inference
• Data-Driven Version of Neyman's Smooth Test of Fit
• Data-Driven Smooth Tests When the Hypothesis Is Composite
• Asymptotic Statistics
• Elements of Information Theory
• Values of Mills' Ratio of Area to Bounding Ordinate and of the Normal Probability Integral for Large Values of the Argument

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