Bayesian variable selection for linear regression with the κ-G priors

DOI10.13164/ma.2022.11zbMath1509.62289arXiv1503.06370OpenAlexW2258740267MaRDI QIDQ6042991

Ernest Fokoué, Zichen Ma

Publication date: 4 May 2023

Published in: Mathematics for Application (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.06370

zbMATH Keywords

variable selection\(g\)-priorBayesian linear regressionvariable shrinkage

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Cites Work

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