A note on some model selection criteria
type: Item
instance of: scholarly article
title: A note on some model selection criteria
zbMATH Open document ID: 0606.62035
DOI: 10.1016/0167-7152(86)90093-3
author: John J. Peterson
published in: Statistics \& Probability Letters
publication date: 1986-01-01T00:00:00Z
review text: Data-adaptive priors are used as a descriptive tool to unify some of the previously proposed model selection criteria in a direct manner. An empirical Bayes criterion is constructed which penalizes for overfitting of model form as well as dimensionality.
Mathematics Subject Classification ID: 62F99
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62A01
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 3980238
zbMATH Keywords: smooth unimodal likelihood
zbMATH Keywords: Data-adaptive priors
zbMATH Keywords: model selection criteria
zbMATH Keywords: empirical Bayes criterion
zbMATH Keywords: model form
zbMATH Keywords: dimensionality
MaRDI profile type: Publication
full work available at URL: 0167-7152(86)90093-3
OpenAlex ID: W1970593375
cites work: Q4769776
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description: scientific article; zbMATH DE number 3980238