Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

DOI10.1214/10-AOS792zbMath1200.62020arXiv1011.2333MaRDI QIDQ605920

Publication date: 15 November 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.2333

zbMATH Keywords

empirical Bayes Bayesian model selection variable selection multiple testing

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12) Paired and multiple comparisons; multiple testing (62J15)

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EBayesThresh

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