Bayesian variable selection for multioutcome models through shared shrinkage

DOI10.1111/sjos.12455zbMath1467.62091arXiv1904.11594OpenAlexW3016740321MaRDI QIDQ4994817

Jeremy T. Gaskins, Debamita Kundu, Riten Mitra

Publication date: 22 June 2021

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.11594

zbMATH Keywords

variable selectionshrinkagemultivariate regressionglobal-local shrinkage priormultioutcome model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical ranking and selection procedures (62F07)

Related Items

Shared Bayesian variable shrinkage in multinomial logistic regression