Consistency of Bayesian Procedures for Variable Selection
نویسندگان
چکیده
It has long been known that for the comparison of pairwise nested models, a decision based on the Bayes factor produces a consistent model selector (in the frequentist sense). Here we go beyond the ∗Distinguished Professor, Department of Statistics, University of Florida, Gainesville, FL 32611. Supported by National Science Foundation Grant DMS-04-05543. Email: [email protected]. †Professor, Department of Statistics, University of Málaga. Email: fj [email protected] ‡Associate Professor, Department of Statistics, University of Málaga. Email: [email protected] §Professor, Department of Statistics, University of Granada, 18071, Granada, Spain. Supported by Ministerio de Ciencia y Tecnoloǵıa, Grant BEC2001-2982. Email: [email protected]
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تاریخ انتشار 2006