Posterior Odds with a Generalized Hyper-g-Prior

DOI10.1080/07474938.2013.807181zbMath1491.62019OpenAlexW2051993219MaRDI QIDQ5080445

Yuzo Maruyama, Edward I. George

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2013.807181

zbMATH Keywords

model selectionsingular value decompositionBayes factorvariable selectionindentifiabilitymodel space priors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Statistical ranking and selection procedures (62F07)

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Prior distributions for objective Bayesian analysis, Robust linear static panel data models using \(\varepsilon\)-contamination

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