Information and Posterior Probability Criteria for Model Selection in Local Likelihood Estimation
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Publication:4808072
DOI10.1198/016214501750332875zbMath1015.62016MaRDI QIDQ4808072
Publication date: 7 August 2003
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214501750332875
model selection; logistic regression; signal processing; information criteria; local regression; local likelihood; posterior probability criteria; window size selection; weighted Kullback-Leibler
62F10: Point estimation
62F15: Bayesian inference
62J12: Generalized linear models (logistic models)
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