Criteria for Bayesian model choice with application to variable selection

Garcia-Donato, G., Bayarri, M. J., Berger, J. O., Forte, A., García-Donato, G. . The Annals of Statistics 2012. 40 (3) :1550-1577

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Bibtex

@article{CIS-261247,
  Author = {Garcia-Donato, G. and Bayarri, M. J. and Berger, J. O. and Forte, A. and García-Donato, G.},
  Title = {Criteria for Bayesian model choice with application to variable selection},
  Journal = {The Annals of Statistics},
  Volume = {40},
  Number = {3},
  Year = {2012},
  Pages = {1550--1577},
  Keywords = {Variable selection, Information criterion, locally stationary processes, Time-varying coefficient models, nonparametric hypothesis testings, objective Bayes, Model selection}
}

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