A Bayesian approach to multicollinearity and the simultaneous selection and clustering of predictors in linear regression
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Publication:2324174
DOI10.1080/15598608.2011.10483741zbMath1420.62116OpenAlexW1978431628MaRDI QIDQ2324174
Sujit Kumar Ghosh, S. McKay Curtis
Publication date: 13 September 2019
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2011.10483741
Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to social sciences (62P25) Bayesian inference (62F15)
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