Calibration and empirical Bayes variable selection

DOI10.1093/biomet/87.4.731zbMath1029.62008OpenAlexW2084089095MaRDI QIDQ2739326

Edward I. George, Dean P. Foster

Publication date: 19 January 2004

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://repository.upenn.edu/statistics_papers/567

zbMATH Keywords

waveletsmodel selectionshrinkage estimationhierarchical modelriskmarginal likelihoodselection biasAICBICconditional likelihoodRIC

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12)

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