Model Selection and Multiple Testing - A Bayesian and Empirical Bayes Overview and some New Results

zbMath1462.62176arXiv1510.00547MaRDI QIDQ4991175

Małgorzata Bogdan, Ritabrata Dutta, Jayanta K. Ghosh

Publication date: 2 June 2021

Full work available at URL: https://arxiv.org/abs/1510.00547

zbMATH Keywords

multiple testinghigh-dimensional model selectionAIC and BICBayes and classical model selectionconsistency in Bayes model selectioncross-validatory Bayes factorPEB model selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Statistical ranking and selection procedures (62F07) Empirical decision procedures; empirical Bayes procedures (62C12) Paired and multiple comparisons; multiple testing (62J15)

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