On Model Selection Consistency of Bayesian Method for Normal Linear Models

DOI10.1080/03610926.2010.503950zbMath1318.62095OpenAlexW2055533242MaRDI QIDQ2892606

Shuyun Wang, Qin Chang, Yihui Luan

Publication date: 19 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.503950

zbMATH Keywords

linear modelsasymptotic consistencyBayesian variable selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Statistical ranking and selection procedures (62F07)

Cites Work

• Nonparametric regression using Bayesian variable selection
• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• On Consistency of Bayesian Inference with Mixtures of Logistic Regression
• On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification
• Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage
• Group additive regression models for genomic data analysis
• Theory & Methods: Bayesian variable selection in logistic regression: predicting company earnings direction

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