-
1
-
-
18244381023
-
Wavelet thresholding via a Bayesian approach
-
ABRAMOVICH, F., SAPATINAS, T. & SILVERMAN, B. W. (1998). Wavelet thresholding via a Bayesian approach. J. R. Statist. Soc. B 60, 725-49.
-
(1998)
J. R. Statist. Soc. B
, vol.60
, pp. 725-749
-
-
Abramovich, F.1
Sapatinas, T.2
Silverman, B.W.3
-
2
-
-
0000501656
-
Information theory and an extension of the maximum likelihood principle
-
Ed. B. N. Petrov and F. Csaki, Budapest: Akademia Kiado
-
AKAIKE, H. (1973). Information theory and an extension of the maximum likelihood principle. In 2nd International Symposium on Information Theory, Ed. B. N. Petrov and F. Csaki, pp. 267-81. Budapest: Akademia Kiado.
-
(1973)
2nd International Symposium on Information Theory
, pp. 267-281
-
-
Akaike, H.1
-
3
-
-
0001677717
-
Controlling the false discovery rate: A practical and powerful approach to multiple testing
-
BENJAMINI, Y. & HOCHBERG, Y. (1995). Controlling the false discovery rate: a practical and powerful approach to multiple testing. J. R. Statist. Soc. B 57, 289-300.
-
(1995)
J. R. Statist. Soc. B
, vol.57
, pp. 289-300
-
-
Benjamini, Y.1
Hochberg, Y.2
-
4
-
-
0001809736
-
The intrinsic Bayes factor for linear models
-
Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, Oxford: Oxford University Press
-
BERGER, J. O. & PERICCHI, L. R. (1996). The intrinsic Bayes factor for linear models. In Bayesian Statistics 5, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, pp. 25-44. Oxford: Oxford University Press.
-
(1996)
Bayesian Statistics 5
, pp. 25-44
-
-
Berger, J.O.1
Pericchi, L.R.2
-
5
-
-
0001587464
-
The little bootstrap and other methods for dimensionality selection in regression: X-fixed prediction error
-
BREIMAN, L. (1992). The little bootstrap and other methods for dimensionality selection in regression: X-fixed prediction error. J. Am. Statist. Assoc. 87, 738-54.
-
(1992)
J. Am. Statist. Assoc.
, vol.87
, pp. 738-754
-
-
Breiman, L.1
-
7
-
-
0001477056
-
Empirical Bayes estimation in wavelet nonparametric regression
-
Ed. P. Muller and B. Vidakovic, New York: Springer-Verlag
-
CLYDE, M. & GEORGE, E. I. (1999). Empirical Bayes estimation in wavelet nonparametric regression. In Bayesian Inference in Wavelet Based Models, Ed. P. Muller and B. Vidakovic, pp. 309-22. New York: Springer-Verlag.
-
(1999)
Bayesian Inference in Wavelet Based Models
, pp. 309-322
-
-
Clyde, M.1
George, E.I.2
-
8
-
-
0034354040
-
Flexible empirical Bayes estimation for wavelets
-
To appear
-
CLYDE, M. & GEORGE, E. I. (2000). Flexible empirical Bayes estimation for wavelets. J. R. Statist. Soc. B 62. To appear.
-
(2000)
J. R. Statist. Soc. B
, vol.62
-
-
Clyde, M.1
George, E.I.2
-
9
-
-
0001682758
-
Multiple shrinkage subset selection in wavelets
-
CLYDE, M., PARMIGIANI, G. & VIDAKOVIC, B. (1998). Multiple shrinkage subset selection in wavelets. Biometrika 85, 391-402.
-
(1998)
Biometrika
, vol.85
, pp. 391-402
-
-
Clyde, M.1
Parmigiani, G.2
Vidakovic, B.3
-
10
-
-
0041958932
-
Ideal spatial adaptation by wavelet shrinkage
-
DONOHO, D. L. & JOHNSTONE, I. M. (1994). Ideal spatial adaptation by wavelet shrinkage. Biometrika 81, 425-56.
-
(1994)
Biometrika
, vol.81
, pp. 425-456
-
-
Donoho, D.L.1
Johnstone, I.M.2
-
11
-
-
0000742672
-
Wavelet shrinkage: Asymptopia? (with Discussion)
-
DONOHO, D. L., JOHNSTONE, I. M., KERKYACHARIAN, G. & PICARD, D. (1995). Wavelet shrinkage: Asymptopia? (with Discussion). J. R. Statist. Soc. B 57, 301-69.
-
(1995)
J. R. Statist. Soc. B
, vol.57
, pp. 301-369
-
-
Donoho, D.L.1
Johnstone, I.M.2
Kerkyacharian, G.3
Picard, D.4
-
12
-
-
21844523862
-
The risk inflation criterion for multiple regression
-
FOSTER, D. P. & GEORGE, E. I. (1994). The risk inflation criterion for multiple regression. Ann. Statist. 22, 1947-75.
-
(1994)
Ann. Statist.
, vol.22
, pp. 1947-1975
-
-
Foster, D.P.1
George, E.I.2
-
14
-
-
0016128505
-
Regression by leaps and bounds
-
FURNIVAL, G. M. & WILSON, R. W. (1974). Regression by leaps and bounds. Technometrics 16, 499-511.
-
(1974)
Technometrics
, vol.16
, pp. 499-511
-
-
Furnival, G.M.1
Wilson, R.W.2
-
15
-
-
0030296512
-
Quantifying and using expert opinion for variable-selection problems in regression (with Discussion)
-
GARTHWAITE, P. H. & DICKEY, J. M. (1996). Quantifying and using expert opinion for variable-selection problems in regression (with Discussion). Chemomet. Intel. Lab. Syst. 35, 1-34.
-
(1996)
Chemomet. Intel. Lab. Syst.
, vol.35
, pp. 1-34
-
-
Garthwaite, P.H.1
Dickey, J.M.2
-
16
-
-
24344473993
-
Empirical Bayes variable selection (with Discussion)
-
Ed. W. Racugno, Bologna: Pitagora Editrice
-
GEORGE, E. I. & FOSTER, D. P. (1998). Empirical Bayes variable selection (with Discussion). In Proceedings of the Workshop on Model Selection, Special Issue of Rassegna di Metodi Statistici ed Applicazioni, Ed. W. Racugno, pp. 79-108. Bologna: Pitagora Editrice.
-
(1998)
Proceedings of the Workshop on Model Selection, Special Issue of Rassegna di Metodi Statistici Ed Applicazioni
, pp. 79-108
-
-
George, E.I.1
Foster, D.P.2
-
18
-
-
0004581641
-
Stochastic search variable selection
-
Ed. W. R. Gilks, S. Richardson and D. J. Spiegelhalter, London: Chapman and Hall
-
GEORGE, E. I. & MCCULLOCH, R. E. (1995). Stochastic search variable selection. In Practical Markov Chain Monte Carlo in Practice, Ed. W. R. Gilks, S. Richardson and D. J. Spiegelhalter, pp. 203-14. London: Chapman and Hall.
-
(1995)
Practical Markov Chain Monte Carlo in Practice
, pp. 203-214
-
-
George, E.I.1
Mcculloch, R.E.2
-
19
-
-
0031526204
-
Approaches for Bayesian variable selection
-
GEORGE, E. I. & MCCULLOCH, R. E. (1997). Approaches for Bayesian variable selection. Statist. Sinica 7, 339-73.
-
(1997)
Statist. Sinica
, vol.7
, pp. 339-373
-
-
George, E.I.1
Mcculloch, R.E.2
-
20
-
-
0141465819
-
Bridging AIC and BIC: An MDL model selection criterion
-
Piscataway, NJ: IEEE.
-
HANSEN, M. H. & YU, B. (1999). Bridging AIC and BIC: an MDL model selection criterion. In Proceedings of the IT Workshop on Detection, Estimation, Classification and Imaging, p. 63. Piscataway, NJ: IEEE.
-
(1999)
Proceedings of the IT Workshop on Detection, Estimation, Classification and Imaging
, pp. 63
-
-
Hansen, M.H.1
Yu, B.2
-
21
-
-
27944462549
-
A reference Bayesian test for nested hypotheses and its relationship to the Schwarz criterion
-
KASS, R. E. & WASSERMAN, L. (1995). A reference Bayesian test for nested hypotheses and its relationship to the Schwarz criterion. J. Am. Statist. Assoc. 90, 928-34.
-
(1995)
J. Am. Statist. Assoc.
, vol.90
, pp. 928-934
-
-
Kass, R.E.1
Wasserman, L.2
-
22
-
-
0003414592
-
-
3rd ed. Oxford: Oxford University Press
-
JEFFREYS, H. (1961). Theory of Probability, 3rd ed. Oxford: Oxford University Press.
-
(1961)
Theory of Probability
-
-
Jeffreys, H.1
-
24
-
-
0000130839
-
Bayesian variable selection in linear regression (with Discussion)
-
MITCHELL, T. J. & BEAUCHAMP, J. J. (1988). Bayesian variable selection in linear regression (with Discussion). J. Am. Statist. Assoc. 83, 1023-36.
-
(1988)
J. Am. Statist. Assoc.
, vol.83
, pp. 1023-1036
-
-
Mitchell, T.J.1
Beauchamp, J.J.2
-
25
-
-
0001857092
-
Fractional Bayes factors for model comparison (with Discussion)
-
O'HAGAN, A. (1995). Fractional Bayes factors for model comparison (with Discussion). J. R. Statist. Soc. B 57, 99-138.
-
(1995)
J. R. Statist. Soc. B
, vol.57
, pp. 99-138
-
-
O'Hagan, A.1
-
26
-
-
0002648792
-
The Schwarz criterion and related methods for the normal linear model
-
PAULER, D. (1998). The Schwarz criterion and related methods for the normal linear model. Biometrika 85, 13-27.
-
(1998)
Biometrika
, vol.85
, pp. 13-27
-
-
Pauler, D.1
-
27
-
-
0031506560
-
Bayesian model averaging for linear regression models
-
RAFTERY, A. E., MADIGAN, D. M. & HOETING, J. (1997). Bayesian model averaging for linear regression models. J. Am. Statist. Assoc. 92, 179-91.
-
(1997)
J. Am. Statist. Assoc.
, vol.92
, pp. 179-191
-
-
Raftery, A.E.1
Madigan, D.M.2
Hoeting, J.3
-
28
-
-
0000120766
-
Estimating the dimension of a model
-
SCHWARZ, G. (1978). Estimating the dimension of a model. Ann. Statist. 6, 461-4.
-
(1978)
Ann. Statist.
, vol.6
, pp. 461-464
-
-
Schwarz, G.1
-
29
-
-
0000134224
-
Bayes factors and choice criteria for linear models
-
SMITH, A. F. M. & SPIEGELHALTER, D. J. (1980). Bayes factors and choice criteria for linear models. J. R. Statist. Soc. B 42, 213-20.
-
(1980)
J. R. Statist. Soc. B
, vol.42
, pp. 213-220
-
-
Smith, A.F.M.1
Spiegelhalter, D.J.2
-
30
-
-
0000824232
-
Nonparametric regression using Bayesian variable selection
-
SMITH, M. & KOHN, R. (1996). Nonparametric regression using Bayesian variable selection. J. Economet. 75, 317-44.
-
(1996)
J. Economet.
, vol.75
, pp. 317-344
-
-
Smith, M.1
Kohn, R.2
-
31
-
-
0000169918
-
Estimation of a multivariate normal mean
-
STEIN, C. (1981). Estimation of a multivariate normal mean. Ann. Statist. 9, 1135-51.
-
(1981)
Ann. Statist.
, vol.9
, pp. 1135-1151
-
-
Stein, C.1
-
32
-
-
0002817906
-
On assessing prior distributions and Bayesian regression analysis with g-prior distributions
-
Ed. P. K. Goel and A. Zellner, Amsterdam: North-Holland
-
ZELLNER, A. (1986). On assessing prior distributions and Bayesian regression analysis with g-prior distributions. In Bayesian Inference and Decision Techniques: Essays in Honor of Bruno de Finietti, Ed. P. K. Goel and A. Zellner, pp. 233-43. Amsterdam: North-Holland.
-
(1986)
Bayesian Inference and Decision Techniques: Essays in Honor of Bruno de Finietti
, pp. 233-243
-
-
Zellner, A.1
-
33
-
-
0039026915
-
Posterior odds ratios for selected regression hypotheses
-
Ed. J. M. Bernardo, M. H. DeGroot, D. V. Lindley and A. F. M. Smith, Valencia: University of Valencia Press
-
ZELLNER, A. & SIOW, A. (1980). Posterior odds ratios for selected regression hypotheses. In Bayesian Statistics, Proceedings of the First International Meeting Held in Valencia (Spain), Ed. J. M. Bernardo, M. H. DeGroot, D. V. Lindley and A. F. M. Smith, pp. 585-603. Valencia: University of Valencia Press.
-
(1980)
Bayesian Statistics, Proceedings of the First International Meeting Held in Valencia (Spain)
, pp. 585-603
-
-
Zellner, A.1
Siow, A.2
|