Consistency of Bayes factors under hyper \(g\)-priors with growing model size

DOI10.1016/j.jspi.2016.01.001zbMath1336.62095OpenAlexW2238957974MaRDI QIDQ254923

Ruoxuan Xiang, Malay Ghosh, Kshitij Khare

Publication date: 8 March 2016

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.2016.01.001

zbMATH Keywords

Laplace approximationnon-nested modelshigh dimensionalnested models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items

Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters, A mixture of \(g\)-priors for variable selection when the number of regressors grows with the sample size, Laplace approximations using \(n^\alpha\)-consistent estimators

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