Abstract
Generalizations of the arc sine laws are shown to provide insight into the operating characteristics of certain techniques for selecting models to fit a given data set, when the available models are nested. As a corollary, one sees that a popular technique may be expected to include about one superfluous parameter, even if the sample size is large.
Citation
Michael Woodroofe. "On Model Selection and the ARC Sine Laws." Ann. Statist. 10 (4) 1182 - 1194, December, 1982. https://doi.org/10.1214/aos/1176345983
Information