Modified versions of the Bayesian Information Criterion for sparse Generalized Linear Models

Computational Statistics and Data Analysis

Volumn 55, Issue 11, 2011, Pages 2908-2924

  Zak Szatkowska, Małgorzata ^a   Bogdan, Małgorzata ^a,b,c  

^a WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

^b PURDUE UNIVERSITY   (United States)

^c JAN DLUGOSZ UNIVERSITY   (Poland)

Author keywords

Bayesian Information Criterion; Generalized Linear Models; Model selection; Sparse linear models

Indexed keywords

AKAIKE INFORMATION CRITERION; ASYMPTOTIC EQUIVALENCE; BAYESIAN INFORMATION CRITERION; CLASSICAL MODEL; EXPLANATORY VARIABLES; EXTENSIVE SIMULATIONS; GENERALIZED LINEAR MODEL; LEAST SQUARES REGRESSION; LINEAR MODEL; MODEL SELECTION; PRIOR DISTRIBUTION; REAL DATA ANALYSIS;

DATA REDUCTION; STATISTICAL TESTS;

MATHEMATICAL MODELS;

EID: 79959704858     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2011.04.016     Document Type: Article

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