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Assessing the Error Probability of the Model Selection Test

Year of publication:
1997
Authors: Shimodaira, Hidetoshi
Published in:
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 49.1997, 3, p. 395-410
Publisher: Springer
Subject: Akaike's information criterion | model selection | fixed alternatives | local alternatives | test on expected discrepancies | error probability | canonical correlation coefficient
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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005395854
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