Open Access
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

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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

Vol.10 • No. 4 • December, 1982
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