Model selection principles in misspecified models

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

Volumn 76, Issue 1, 2014, Pages 141-167

  Lv, Jinchi ^a   Liu, Jun S ^b  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

Akaike information criterion; Bayesian information criterion; Bayesian principle; Generalized Akaike information criterion; Generalized Bayesian information criterion; Generalized Bayesian information criterion with prior probability; Kullback Leibler divergence principle; Model misspecification; Model selection

Indexed keywords

EID: 84891836073     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/rssb.12023     Document Type: Article

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