ON THE CHOICE OF A MODEL TO FIT DATA FROM AN EXPONENTIAL FAMILY

[1] NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 716 - 723

[2] DIFFERENTIAL GEOMETRY OF CURVED EXPONENTIAL-FAMILIES - CURVATURES AND INFORMATION LOSS [J]. ANNALS OF STATISTICS, 1982, 10 (02) : 357 - 385

[3] BARNDORFFNIELSE.O, 1978, INFORMATION EXPONENT

[4] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5] APPROXIMATIONS TO BAYESIAN SEQUENTIAL TESTS OF COMPOSITE HYPOTHESES [J]. ANNALS OF STATISTICS, 1979, 7 (03) : 579 - 591

[6] PREDICTIVE APPROACH TO MODEL SELECTION [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (365) : 153 - 160

[7] Guillemin V., 1974, DIFFERENTIAL TOPOLOG

[8] THE ESTIMATION OF THE ORDER OF AN ARMA PROCESS [J]. ANNALS OF STATISTICS, 1980, 8 (05) : 1071 - 1081

[9] HAUGHTON D, 1983, THESIS MIT

[10] Hsu L.C., 1951, AM J MATH, V73, P625

[1] NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 716 - 723

[2] DIFFERENTIAL GEOMETRY OF CURVED EXPONENTIAL-FAMILIES - CURVATURES AND INFORMATION LOSS [J]. ANNALS OF STATISTICS, 1982, 10 (02) : 357 - 385

[3] BARNDORFFNIELSE.O, 1978, INFORMATION EXPONENT

[4] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[5] APPROXIMATIONS TO BAYESIAN SEQUENTIAL TESTS OF COMPOSITE HYPOTHESES [J]. ANNALS OF STATISTICS, 1979, 7 (03) : 579 - 591

[6] PREDICTIVE APPROACH TO MODEL SELECTION [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (365) : 153 - 160

[7] Guillemin V., 1974, DIFFERENTIAL TOPOLOG

[8] THE ESTIMATION OF THE ORDER OF AN ARMA PROCESS [J]. ANNALS OF STATISTICS, 1980, 8 (05) : 1071 - 1081

[9] HAUGHTON D, 1983, THESIS MIT

[10] Hsu L.C., 1951, AM J MATH, V73, P625