Prediction with vague prior knowledge

Communications in Statistics - Theory and Methods

Volumn 25, Issue 3, 1996, Pages 601-608

  Reschenhofer, Erhard ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

AIC; Bayesian model selection; BIC

Indexed keywords

EID: 3543114017     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831716     Document Type: Article

References (11)

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3. Chow, G. C. (1981). 'A comparison of the information and posterior probability criteria for model selection,' Journal of Econometrics, 16, 21-33.
4. Jeffreys, H. (1961). Theory of probability. Oxford: Clarendon.
5. Kass, R. E. and Wasserman, L. (1995). 'A reference Bayesian test for nested hypotheses and its relationship to the Schwarz criterion,' Journal of the American Statistical Association 90, 928-934.
6. O'Hagan, A. (1995). 'Fractional Bayes factors for model comparison,' J. R. Statist. Soc. B, 57, 99-138.
7. Reschenhofer, E. (1995). 'Approximating the Bayes factor,' Statistics and Probability Letters, to appear.
8. San Martini, A. and Spezzaferri, F. (1984). 'A predictive model selection criterion,' J. R. Statist. Soc. B 46, 296-303.
9. Schwarz, G. (1978). "Estimating the dimension of a model,' The Annals of Statistics, 8, 147-164.
10. Shibata, R. (1981). 'An optimal selection of regression variables,' Biometrika, 68, 45-54.
11. Sugiura, N. (1978). 'Further analysis of the data by Akaike's information criterion and the finite corrections,' Commun. Statist. A, 7, 13-26.