Bayes Variable Selection in Semiparametric Linear Models

DOI10.1080/01621459.2014.881153zbMath1367.62069arXiv1108.2722OpenAlexW1977646705WikidataQ33951167 ScholiaQ33951167MaRDI QIDQ4975362

Suprateek Kundu, David B. Dunson

Publication date: 4 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.2722

zbMATH Keywords

model selectionsubset selectionasymptotic theory\(g\)-priorposterior consistencystochastic search variable selectionlarge \(p\)small \(n\)Bayes' factor

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Bayesian inference (62F15)

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