Model selection in irregular problems: Applications to mapping quantitative trait loci

Abstract

Two methods of model selection are discussed for changepoint-like problems, especially those arising in genetic linkage analysis. The first is a method that selects the model with the smallest p -value, while the second is a modification of the Bayes information criterion. The methods are compared theoretically and on examples from the literature. For these examples, they are roughly comparable although the p -value-based method is somewhat more liberal in selecting a high-dimensional model.