Laplace approximations and Bayesian information criteria in possibly misspecified models

DOI10.1080/03610926.2017.1295079MaRDI QIDQ4606464zbMATH OpenOpenAlexFDO

Authors Yoichi Miyata

Publication date 7 March 2018

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

Full work available at URL https://doi.org/10.1080/03610926.2017.1295079

zbMATH Keywords

generalized linear modelsBayesian information criteriashrinking neighborhoodsLaplace approximations

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

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• On Information and Sufficiency
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Cited in

(1)

• A generalization of BIC for the general exponential family

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Uses Software

• aplore3

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