BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE

DOI10.1111/J.1467-842X.2006.00437.XzbMath1108.62023OpenAlexW3124012745MaRDI QIDQ3429898

David J. Nott, Robert Kohn, Edward Cripps

Publication date: 20 March 2007

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2006.00437.x

zbMATH Keywords

Markov chain Monte Carloempirical Bayes priororthogonal predictors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

A variable selection approach to monotonic regression with Bernstein polynomials

Cites Work

• Nonparametric regression using Bayesian variable selection
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Bayesian Variable Selection in Linear Regression
• Prediction Via Orthogonalized Model Mixing
• Bayesian Model Averaging for Linear Regression Models
• Linear Statistical Inference and its Applications
• Benchmark priors for Bayesian model averaging.

This page was built for publication: BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE