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Precision, Complexity and Bayesian Model Determination

Journal of the Royal Statistical Society Series B (Statistical Methodology)Published 1 January 1987
D. S. Poskitt
Citations32
SJR quartileQ1
SJR score3.31
SNIP2.48

Abstract

SUMMARY In this paper a new criterion for model determination is proposed. An explicit decision theoretic approach to model selection is employed to derive a Bayes decision rule. The operational characteristics of the criterion are discussed and consistency is shown.

Keywords

Computer ScienceMathematics