A note on some model selection criteria (Q1084792)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on some model selection criteria |
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A note on some model selection criteria (English)
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1986
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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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smooth unimodal likelihood
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Data-adaptive priors
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model selection criteria
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empirical Bayes criterion
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model form
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dimensionality
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