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Consistent order estimation and the local geometry of mixtures
consistent order estimation penalized likelihood likelihood inequalities uniform law of iterated logarithm empirical process theory bracketing entropy
2010/3/10
Consider an i.i.d. sequence of random variables whose distribution f
lies in one of a nested family of models (Mq)q2N,Mq Mq+1. The smallest
index q such that Mq contains f is called the model orde...