32
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

Asymptotic Probabilities of Over-estimating and Under-estimating the Order of a Model in General Regular Families

&
Pages 1373-1404 | Published online: 02 Sep 2006

References

  • Abramowitz , M. and Stegun , I. 1970 . Handbook of Mathematical Functions New York : Dover . ninth printing
  • Akaike , H. Information theory and an extension of the maximum likelihood principle . Second International Symposium on Information Theory . Edited by: Petrovm , B. N. and Czàki , F. pp. 267 – 281 . Budapest : Akademiai Kiadò .
  • Azencott , R. and Dacunha-Castelle , D. 1984 . Séries d'observations irrégulières Paris : Masson .
  • Brown , L. 1986 . “ Fundamentals of statistical exponential families ” . Lecture Notes—Monograph Series Hayward, California : Institute of Mathematical Statistics .
  • Dacunha-Castelle , D. and Duflo , M. 1993 . Probabilités et statistiques: 2- Problèmes à temps mobile Paris : Masson .
  • Dembo , A. and Zeitouni , O. 1993 . Large Deviations Techniques and Applications Boston : Jones and Bartlett Publishers .
  • Haughton , D. 1988 . On the choice of a model to fit data from an exponential family . Annals of Statistics , 16 : 342 – 355 .
  • Haughton , D. 1989 . Size of the error in the choice of a model to fit data from an exponential family . Sankhy[abar] A , 51 : 45 – 58 .
  • Leroux , B. G. 1992 . Consistent estimation of a mixing distribution . Annals of Statistics , 20 ( 3 ) : 1350 – 1360 .
  • Mogulskii , A. A. 1988 . Large deviations for maximum likelihood estimators . Lecture Notes in Mathematics , 1299 : 326 – 331 .
  • Nelson , J. 1980 . Multiple victimizations in American cities: a statistical analysis of rare events . American Journal of Sociology , 85 ( 4 ) : 870 – 891 .
  • Nishii , R. 1984 . Asymptotic properties of criteria for selection of variables in multiple regression . Annals of Statistics , 12 : 758 – 765 .
  • Ortiz , E. A stochastic model of the distribution of wars in time: the negative binomial distribution . ASA Proceedings of the Section on Social Statistics . pp. 285 – 290 .
  • Schwarz , G. 1978 . Estimating the dimension of a model . Annals of Statistics , 6 : 461 – 464 .
  • Van der Vaart , A. W. and Wellner , J. A. 1996 . Weak Convergence and Empirical Processes , Springer Series in Statistics Springer Verlag .
  • Wilks , S. S. 1967 . Mathematical Statistics New York : Wiley .
  • Woodroofe , M. 1982 . On model selection and the generalized arc sine laws . Annals of Statistics , 10 ( 4 ) : 1182 – 1194 .
  • Wright , Q. 1970 . A Study of War Chicago : University of Chicago Press .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.