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Calibration and empirical Bayes variable selection |
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| Authors: | George, EdwardI. Foster, Dean P. |
| Affiliation: | Department of Management Science and Information Systems, The University of Texas at Austin, Austin, Texas 78712-1175, U.S.A. egeorge@mail.utexas.edu Department of Statistics, The Wharton School of The University of Pennsylvania, Philadelphia, Pennsylvania 19104-6302, U.S.A. foster@diskworld.wharton.upenn.edu |
| Abstract: | |
| Keywords: | AIC BIC Conditional likelihood Cp Hierarchical model Marginal likelihood Model selection RIC Risk Selection bias Shrinkage estimation Wavelets. |
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