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Details for article 1 of 22 found articles
| Title: |
Admissible minimax model selection rule |
| Author: |
Chen, Keh-Wei Zheng, Z. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 16 (1987) nr. 11 pages 3393-3401 |
| Year: |
1987 |
| Contents: |
This paper considers the problem of choosing one between the simple model N(0, Id) and the full model N(0 Id) based on the observation X from N(θ Id) where X, θεRd, 0 is the null vector in Rd and Id is the d×d identity matrix. It is shown that the selection rule which chooses the full model if |x| > ao , for some a0 > 0 and the simple model otherwise is an admissible minimax model selection rule relative to a loss function which takes into account both inaccuracy and complexity. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 22 found articles
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