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math.ST2008★ 21 cited
Bounds for Bayesian order identification with application to mixtures
Antoine Chambaz, Judith Rousseau
The efficiency of two Bayesian order estimators is studied. By using nonparametric techniques, we prove new underestimation and overestimation bounds. The results apply to various…
math.ST2006★ 25 cited
Testing the order of a model
Antoine Chambaz
This paper deals with order identification for nested models in the i.i.d. framework. We study the asymptotic efficiency of two generalized likelihood ratio tests of the order. The…