Showing 1 - 10 of 31
Persistent link: https://www.econbiz.de/10008236431
Persistent link: https://www.econbiz.de/10003693156
Persistent link: https://www.econbiz.de/10003673397
Persistent link: https://www.econbiz.de/10009853459
Persistent link: https://www.econbiz.de/10011472342
Persistent link: https://www.econbiz.de/10010946656
Data-adaptive priors are used as a descriptive tool to unify some of the previously proposed model selection criteria in a direct manner. An empirical Bayes criterion is constructed which penalizes for overfitting of model form as well as dimensionally.
Persistent link: https://www.econbiz.de/10005143394
Persistent link: https://www.econbiz.de/10006546344
Persistent link: https://www.econbiz.de/10006551325
Persistent link: https://www.econbiz.de/10006361381