Open Access
Translator Disclaimer
December, 1982 On Model Selection and the ARC Sine Laws
Michael Woodroofe
Ann. Statist. 10(4): 1182-1194 (December, 1982). DOI: 10.1214/aos/1176345983

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

Download 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

Published: December, 1982
First available in Project Euclid: 12 April 2007

zbMATH: 0507.62037
MathSciNet: MR673653
Digital Object Identifier: 10.1214/aos/1176345983

Subjects:
Primary: 62F99
Secondary: 62J05

Keywords: Akaike's criterion , Asymptotic distributions , Mallows $C_p$ , Random walks

Rights: Copyright © 1982 Institute of Mathematical Statistics

JOURNAL ARTICLE
13 PAGES


SHARE
Vol.10 • No. 4 • December, 1982
Back to Top