Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters

DOI10.1016/j.jspi.2017.10.007zbMath1394.62029OpenAlexW2767456928WikidataQ58045574 ScholiaQ58045574MaRDI QIDQ1642734

Yuzo Maruyama, Min Wang

Publication date: 15 June 2018

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2017.10.007

zbMATH Keywords

Bayes factorgrowing number of parametersBernoulli priorhierarchical uniform priormixtures of \(g\)-priors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (1)

Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines

Uses Software

• sadists

Cites Work

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