Robust tests for model selection

DOI10.1214/12-IMSCOLL905MaRDI QIDQ5499677zbMATH OpenOpenAlexFDO

Authors L. Birgé

Publication date 30 July 2015

Published in Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/12-imscoll905

zbMATH Keywords

model selectionMarkov chainsHellinger distanceRobust testing

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35)

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Cited in

(20)

• Pólya tree posterior distributions on densities
• Tests and estimation strategies associated to some loss functions
• Robust estimation on a parametric model via testing
• Estimating the conditional density by histogram type estimators and model selection
• A corrected Clarke test for model selection and beyond
• Hypothesis testing via affine detectors
• Hypothesis testing by convex optimization
• Minimax rates for conditional density estimation via empirical entropy
• Deconvolution for some singular density errors via a combinatorial median of means approach
• Confidence sets for model selection by F -testing
• Robust Identification: An approach to select the class of candidate models
• Hypotheses testing and posterior concentration rates for semi-Markov processes
• Improving robust model selection tests for dynamic models
• Model selection for density estimation with \(\mathbb L_2\)-loss
• Discussion of ``Hypothesis testing by convex optimization
• Model selection tests for moment inequality models
• Parameter-based hypothesis tests for model selection
• Spectral thresholding for the estimation of Markov chain transition operators
• Learning from MOM's principles: Le Cam's approach
• Aggregating estimates by convex optimization

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