Section: Research Program

General presentation

From applications we treat on a day-to-day basis, we have learned that some assumptions currently used in asymptotic theory for model selection are often irrelevant in practice. For instance, it is not realistic to assume that the target belongs to the family of models in competition. Moreover, in many situations, it is useful to make the size of the model depend on the sample size, which makes asymptotic analyses breakdown. An important aim of select is to propose model selection criteria which take such practical constraints into account.