Model selection via testing: an alternative to (penalized) maximum likelihood estimators
نویسندگان
چکیده
منابع مشابه
Model selection via testing: an alternative to (penalized) maximum likelihood estimators
This paper is devoted to the definition and study of a family of model selection oriented estimators that we shall call T-estimators (“T” for tests). Their construction is based on former ideas about deriving estimators from some families of tests due to Le Cam [L.M. Le Cam, Convergence of estimates under dimensionality restrictions, Ann. Statist. 1 (1973) 38–53 and L.M. Le Cam, On local and gl...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincare (B) Probability and Statistics
سال: 2006
ISSN: 0246-0203
DOI: 10.1016/j.anihpb.2005.04.004