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Model selection via testing: an alternative to (penalized) maximum likelihood estimators

✍ Scribed by Lucien Birgé


Book ID
108052858
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
573 KB
Volume
42
Category
Article
ISSN
0246-0203

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In this paper we introduce a simple framework which provides a basis for estimating parameters and testing statistical hypotheses in complex models. The only assumption that is made in the model describing the process under study, is that the deviations of the observations from the model have a mult