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Model selection: Full Bayesian approach
Author(s) -
de Bragança Pereira Carlos Alberto,
Stern Julio Michael
Publication year - 2001
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.482
Subject(s) - bayesian probability , stern , selection (genetic algorithm) , econometrics , statistics , computer science , mathematics , artificial intelligence , engineering , marine engineering
We show how the Full Bayesian Significance Test (FBST) can be used as a model selection criterion. The FBST was presented in Pereira and Stern as a coherent Bayesian significance test. Copyright © 2001 John Wiley & Sons, Ltd.