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- W1993958980 abstract "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." @default.
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- W1993958980 date "1987-01-01" @default.
- W1993958980 modified "2023-09-23" @default.
- W1993958980 title "Admissible minimax model selection rule" @default.
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- W1993958980 doi "https://doi.org/10.1080/03610928708829578" @default.
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