113 citations · 230 across the 5 of their papers we have counts for
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math.ST2009★ 113 cited
Consistency of Bayesian procedures for variable selection
George Casella, F. Javier Girón, M. Lina Martínez +1
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…
math.ST2009★ 2 cited
Reconciling Model Selection and Prediction
George Casella, Guido Consonni
It is known that there is a dichotomy in the performance of model selectors. Those that are consistent (having the "oracle property") do not achieve the asymptotic minimax rate for…