Assessing the Error Probability of the Model Selection Test

Hidetoshi Shimodaira

Annals of the Institute of Statistical Mathematics, 1997, vol. 49, issue 3, 395-410

Keywords: Akaike's information criterion; model selection; fixed alternatives; local alternatives; test on expected discrepancies; error probability; canonical correlation coefficient (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1003140609666

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