A note on some model selection criteria

DOI10.1016/0167-7152(86)90093-3MaRDI QIDQ1084792zbMATH OpenOpenAlexFDO

Authors John J. Peterson

Publication date 1986

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(86)90093-3

zbMATH Keywords

Data-adaptive priorsdimensionalityempirical Bayes criterionmodel formmodel selection criteriasmooth unimodal likelihood

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Point estimation (62F10) Bayesian inference (62F15) Parametric inference (62F99)

Review text

Data-adaptive priors are used as a descriptive tool to unify some of the previously proposed model selection criteria in a direct manner. An empirical Bayes criterion is constructed which penalizes for overfitting of model form as well as dimensionality.

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Cites work

• A comparison of the information and posterior probability criteria for model selection
• A universal prior for integers and estimation by minimum description length
• An objective use of Bayesian models
• Estimating the dimension of a model
• Estimation of structure by minimum description length
• scientific article; zbMATH DE number 3675161 (Why is no real title available?)
• scientific article; zbMATH DE number 3591259 (Why is no real title available?)
• scientific article; zbMATH DE number 3635352 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)

Cited in

(3)

• A note on bootstrap model selection criterion
• A Note About Models for Selectivity Bias
• scientific article; zbMATH DE number 1343535 (Why is no real title available?)

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