Information criterion as a multiple testing procedure
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Publication:689411
DOI10.1016/0378-3758(93)90139-WzbMath0817.62014MaRDI QIDQ689411
Jukka Nyblom, Tarmo M. Pukkila
Publication date: 5 December 1993
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
model selection; regression; multiple testing; contiguous alternatives; autoregression; Pitman asymptotic relative efficiencies; consecutive likelihood ratios; large sample methods
62F05: Asymptotic properties of parametric tests
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