A generalization of BIC for the general exponential family

DOI10.1016/j.jspi.2005.01.005zbMath1094.62031OpenAlexW2074768509MaRDI QIDQ2498747

Arijit Chakrabarti, Jayanta K. Ghosh

Publication date: 16 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.01.005

zbMATH Keywords

Bayes factorLaplace approximationAICBICposterior normality

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items

Prior-based Bayesian information criterion, Applications of Laplace’s method in Bayesian analysis and related topics, On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models, Model selection in the presence of incidental parameters, Lag length selection in panel autoregression

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