Methods and Criteria for Model Selection

Model selection is an important part of any statistical analysis and, indeed, is central to the pursuit of science in general. Many authors have examined the question of model selection from both frequentist and Bayesian perspectives, and many tools for selecting the “best model” have been suggested in the literature. This paper considers the various proposals from a Bayesian decision–theoretic perspective.

• Publication year

  2004

• Venue

  Journal of the American Statistical Association

• Publication date

  2004-03-01

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1198/016214504000000269
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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