Prediction with vague prior knowledge

DOI10.1080/03610929608831716MaRDI QIDQ4337142zbMATH OpenOpenAlexFDO

Authors Erhard Reschenhofer

Publication date 11 November 1997

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929608831716

zbMATH Keywords

AICBayesian model selectionBIC

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• A comparison of the information and posterior probability criteria for model selection
• An optimal selection of regression variables
• Expected information as ecpected utility
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Cited in

(5)

• Low structure imprecise predictive inference for Bayes' problem
• An introduction to the Bayes information criterion: theoretical foundations and interpretation
• On the performance of information criteria for model identification of count time series
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