Model selection under order restriction. (English) Zbl 0996.62023
Summary: A general information criterion is developed for detecting the multiplicity of the largest parameter as well as the configuration of true parameters with simple order restrictions. The strong consistency of the relevant detection procedures is established, and a brief comparison of several criteria is also conducted through simulation studies.
MSC:
| 62F30 | Parametric inference under constraints |
| 62F12 | Asymptotic properties of parametric estimators |
| 62J99 | Linear inference, regression |
References:
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