Restricted type II maximum likelihood priors on regression coefficients

DOI10.1214/19-BA1188zbMath1483.62064arXiv1711.08072OpenAlexW2990558323MaRDI QIDQ2057361

James O. Berger, Víctor Peña

Publication date: 6 December 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.08072

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• Fully Bayes factors with a generalized \(g\)-prior
• Criteria for Bayesian model choice with application to variable selection
• Asymptotic mean efficiency of a selection of regression variables
• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimating the dimension of a model
• Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
• Approximations and consistency of Bayes factors as model dimension grows
• Optimal predictive model selection.
• Empirical Bayes vs. fully Bayes variable selection
• Calibration and empirical Bayes variable selection
• A STATISTICAL PARADOX
• A First Course in Bayesian Statistical Methods
• Mixtures of g Priors for Bayesian Variable Selection
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• The Effective Sample Size
• A conditional Lindley paradox in Bayesian linear models
• Prior-based Bayesian information criterion
• Bayesian Variable Selection Under Collinearity
• Benchmark priors for Bayesian model averaging.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item