Bayesian variable selection with spherically symmetric priors

DOI10.1080/03610926.2015.1081945zbMath1397.62108arXiv1410.0891OpenAlexW2963084164MaRDI QIDQ4975132

Michiel B. de Kock, Hans C. Eggers

Publication date: 3 August 2017

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

Full work available at URL: https://arxiv.org/abs/1410.0891

zbMATH Keywords

model selectionGaussian hypergeometric functionsAICBICZellner's \(g\)-priornon informative priorsZellner-Siow priorscanonical linear regression

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

Cites Work

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• Estimating the dimension of a model
• Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation
• Mixtures of g Priors for Bayesian Variable Selection
• Regression and time series model selection in small samples
• Probability Theory
• A new look at the statistical model identification

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