Bayesian model selection based on parameter estimates from subsamples (Q1950737): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q1011244
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Xiao-Feng Shao / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2012.12.020 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2018953626 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent Moment Selection Procedures for Generalized Method of Moments Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Model Selection using Test Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>t</i>-Statistic Based Correlation and Heterogeneity Robust Inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent model selection based on parameter estimates. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayes Factors Based on Test Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simple Robust Testing of Regression Hypotheses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing That a Dependent Process Is Uncorrelated / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5184304 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Proper likelihoods for Bayesian analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Series Regression with a Unit Root / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Self-Normalized Approach to Confidence Interval Construction in Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing / rank
 
Normal rank

Latest revision as of 10:11, 6 July 2024

scientific article
Language Label Description Also known as
English
Bayesian model selection based on parameter estimates from subsamples
scientific article

    Statements

    Bayesian model selection based on parameter estimates from subsamples (English)
    0 references
    0 references
    0 references
    0 references
    13 May 2013
    0 references
    Bayes factor
    0 references
    consistency
    0 references
    model selection
    0 references
    Schwarz's Bayesian information criterion (BIC)
    0 references
    self-normalization
    0 references

    Identifiers