Consistency of hyper-\(g\)-prior-based Bayesian variable selection for generalized linear models

DOI10.1214/15-BJPS299zbMath1359.62306OpenAlexW2564075616MaRDI QIDQ509599

Marco A. R. Ferreira, Ho-Hsiang Wu, Matthew E. Gompper

Publication date: 17 February 2017

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/15-bjps299

zbMATH Keywords

Bayes factormodel selection consistencyGLMshyper-\(g/n\) priorZellner-Siow prior

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (3)

Hyper nonlocal priors for variable selection in generalized linear models ⋮ The limiting distribution of the Gibbs sampler for the intrinsic conditional autoregressive model ⋮ Mixtures ofg-Priors in Generalized Linear Models

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