Variations of power-expected-posterior priors in normal regression models
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Publication:2008131
DOI10.1016/j.csda.2019.106836OpenAlexW2525696243MaRDI QIDQ2008131
Dimitris Fouskakis, Ioannis Ntzoufras, Konstantinos Perrakis
Publication date: 22 November 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.06926
linear regressionvariable selectionmodel misspecificationobjective priorsmodel selection consistencyexpected-posterior priorpower-expected-posterior prior
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