Variable selection for partially linear models via Bayesian subset modeling with diffusing prior
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Publication:2022563
DOI10.1016/j.jmva.2021.104733zbMath1465.62077OpenAlexW3131008292MaRDI QIDQ2022563
Jia Wang, Xizhen Cai, Run-Ze Li
Publication date: 29 April 2021
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104733
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)
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