Classical model selection via simulated annealing

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 65, Issue 2, 2003, Pages 503-520

  Brooks, S P ^a   Friel, N ^b   King, R ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b UNIVERSITY OF GLASGOW   (United Kingdom)

Author keywords

Autoregressive time series; Capture recapture; Classical statistics; Information criteria; Logistic regression; Markov chain Monte Carlo methods; Optimization; Reversible jump Markov chain Monte Carlo sampling; Variable selection

Indexed keywords

EID: 0037769488     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00399     Document Type: Article

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