Testing the order of a model

Annals of Statistics

Volumn 34, Issue 3, 2006, Pages 1166-1203

  Chambaz, Antoine ^a,b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Abrupt changes; Empirical processes; Error exponents; Hypothesis testing; Large deviations; Mixtures; Model selection; Moderate deviations; Order estimation

Indexed keywords

EID: 33747156878     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053606000000344     Document Type: Article

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