A comparison of the information and posterior probability criteria for model selection

DOI10.1016/0304-4076(81)90073-7zbMath0457.62033OpenAlexW1999555905MaRDI QIDQ1151212

Gregory C. Chow

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90073-7

zbMATH Keywords

model selectionKullback-Leibler informationinformation measuresAICinformation criteriaexpected log- likelihood ratioposterior probability criteria

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Parametric inference (62F99) Statistical aspects of information-theoretic topics (62B10)

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