Journal article
Model selection and local geometry
- Abstract:
-
We consider problems in model selection caused by the geometry of models close to their points of intersection. In some cases—including common classes of causal or graphical models, as well as time series models—distinct models may nevertheless have identical tangent spaces. This has two immediate consequences: first, in order to obtain constant power to reject one model in favour of another we need local alternative hypotheses that decrease to the null at a slower rate than the usual para...
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- Publication status:
- Published
- Peer review status:
- Peer reviewed
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Authors
Bibliographic Details
- Publisher:
- Institute of Mathematical Statistics Publisher's website
- Journal:
- Annals of Statistics Journal website
- Volume:
- 48
- Issue:
- 6
- Pages:
- 3513-3544
- Publication date:
- 2020-12-11
- Acceptance date:
- 2019-12-21
- DOI:
- ISSN:
-
0090-5364
- Source identifiers:
-
1078553
Item Description
- Language:
- English
- Keywords:
- Pubs id:
-
pubs:1078553
- UUID:
-
uuid:1176acc5-7ce5-44eb-982d-0ee6d1082c42
- Local pid:
- pubs:1078553
- Deposit date:
- 2019-12-21
Terms of use
- Copyright holder:
- Institute of Mathematical Statistics
- Copyright date:
- 2020
- Rights statement:
- © Institute of Mathematical Statistics, 2020.
- Notes:
- This is the publisher's version of the article. The final version is available online from the Institute of Mathematical Statistics at: https://doi.org/10.1214/19-AOS1940
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