Laplace approximations and Bayesian information criteria in possibly misspecified models

DOI10.1080/03610926.2017.1295079zbMath1384.62094OpenAlexW2590002522MaRDI QIDQ4606464

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 criteriaLaplace approximationsshrinking neighborhoods

Mathematics Subject Classification ID

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

Uses Software

• aplore3

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
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• 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
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