Some connections between Bayesian and non-Bayesian methods for regression model selection
type: Item
instance of: scholarly article
title: Some connections between Bayesian and non-Bayesian methods for regression model selection
zbMATH Open document ID: 0996.62020
DOI: 10.1016/S0167-7152(02)00048-2
author: Faming Liang
published in: Statistics \& Probability Letters
publication date: 2002-09-05T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1796716
zbMATH Keywords: Bayes factor
zbMATH Keywords: FPE(alpha) criterion
zbMATH Keywords: Kullback-Leibler distance
zbMATH Keywords: MAP
zbMATH Keywords: variable selection
MaRDI profile type: Publication
cites work: Q4272609
cites work: Fitting autoregressive models for prediction
cites work: Q4769776
cites work: The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
cites work: The Intrinsic Bayes Factor for Model Selection and Prediction
cites work: Q3339960
cites work: The risk inflation criterion for multiple regression
cites work: Regressions by Leaps and Bounds
cites work: A Predictive Approach to Model Selection
cites work: Q4298922
cites work: Q4246619
cites work: Q4344410
cites work: Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
cites work: Q4195812
cites work: Monte Carlo sampling methods using Markov chains and their applications
cites work: Regression and time series model selection in small samples
cites work: Q5726065
cites work: Bayes Factors
cites work: A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
cites work: Q4322334
cites work: Q4488839
cites work: Automatic Bayesian model averaging for linear regression and applications in Bayesian curve fitting
cites work: Some Comments on C P
cites work: More Comments on C P
cites work: Equation of State Calculations by Fast Computing Machines
cites work: Q3997019
cites work: An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
cites work: Asymptotic properties of criteria for selection of variables in multiple regression
cites work: Q4322324
cites work: The Schwarz criterion and related methods for normal linear models
cites work: An alternative to the standard Bayesian procedure for discrimination between normal linear models
cites work: Q4865946
cites work: Approximate Bayes factors and accounting for model uncertainty in generalised linear models
cites work: Q4720053
cites work: Q3681708
cites work: Estimating the dimension of a model
cites work: Linear Model Selection by Cross-Validation
cites work: Q4344404
cites work: Approximate efficiency of a selection procedure for the number of regression variables
cites work: Q3968299
cites work: Q4066417
cites work: Further analysis of the data by Akaike's information criterion and the finite corrections
cites work: Markov chains for exploring posterior distributions. (With discussion)
cites work: Model selection via multifold cross validation
cites work: Consistent Variable Selection in Linear Models
description: scientific article; zbMATH DE number 1796716