On Bayesian robust regression with diverging number of predictors

DOI10.1214/16-EJS1205zbMath1366.62139arXiv1507.02074OpenAlexW2963243785MaRDI QIDQ502783

Ya'acov Ritov, Daniel Nevo

Publication date: 11 January 2017

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

Full work available at URL: https://arxiv.org/abs/1507.02074

zbMATH Keywords

Bayesian estimationrobust regressionMCMChigh dimensional regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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