This chapter provides a general framework for the distribution problem and details formulae that are frequently useful in the derivation of sampling distributions and moments. It also provides an account of the genesis of the Edgeworth, Nagar, and saddlepoint approximations. The chapter...

This paper presents recent developments in model selection and model averaging for parametric and nonparametric models. While there is extensive literature on model selection under parametric settings, we present recently developed results in the context of nonparametric models. In applications,...