Posterior model consistency in variable selection as the model dimension grows (Q254450)

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scientific article; zbMATH DE number 6551859
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Posterior model consistency in variable selection as the model dimension grows
scientific article; zbMATH DE number 6551859

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    Posterior model consistency in variable selection as the model dimension grows (English)
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    8 March 2016
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    Bayes factors
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    Bernoulli model priors
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    \(g\)-priors
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    hierarchical uniform model prior
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    intrinsic priors
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    posterior model consistency
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    rate of growth of the number of regressors
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    variable selection
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