A new criterion for variable selection

DOI10.1016/S0167-7152(97)00148-XzbMath0915.62015OpenAlexW2069036223MaRDI QIDQ1130330

S. H. Smith

Publication date: 30 June 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(97)00148-x

zbMATH Keywords

model selectionsimulationsvariable selectionposterior probabilitylimit resultdata splitting prior

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (2)

APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Bayesian variable selection in linear regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic properties of criteria for selection of variables in multiple regression
• Estimating the dimension of a model
• Bootstrap Model Selection
• An optimal selection of regression variables
• Unequal group variances in the fixed-effects one-way analysis of variance: a Bayesian sidelight
• Some Comments on C P
• A new look at the statistical model identification

This page was built for publication: A new criterion for variable selection