Laplace approximations and Bayesian information criteria in possibly misspecified models
From MaRDI portal
Publication:4606464
DOI10.1080/03610926.2017.1295079zbMath1384.62094OpenAlexW2590002522MaRDI QIDQ4606464
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)
Uses Software
Cites Work
- Consistency of Bayesian procedures for variable selection
- Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes
- Estimating the dimension of a model
- On the use of Cauchy prior distributions for Bayesian logistic regression
- Information criteria for selecting possibly misspecified parametric models
- Model Selection and Model Averaging
- Generalizing the derivation of the schwarz information criterion
- Regression and time series model selection using variants of the schwarz information criterion
- Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- Applied Logistic Regression
- Model Selection Principles in Misspecified Models
- On Information and Sufficiency
- A new look at the statistical model identification
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Laplace approximations and Bayesian information criteria in possibly misspecified models