A note on some model selection criteria (Q1084792)
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scientific article; zbMATH DE number 3980238
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| English | A note on some model selection criteria |
scientific article; zbMATH DE number 3980238 |
Statements
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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