Computation for intrinsic variable selection in normal regression models via expected-posterior prior

DOI10.1007/s11222-012-9325-9zbMath1325.65023OpenAlexW2060246347MaRDI QIDQ892429

Ioannis Ntzoufras, Dimitris Fouskakis

Publication date: 19 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-012-9325-9

zbMATH Keywords

Jeffreys priorintrinsic priorsBayesian variable selectionexpected-posterior priorsobjective model selection methodsimaginary datanormal regression models

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Related Items

Power-expected-posterior priors for variable selection in Gaussian linear models, Power-expected-posterior priors for generalized linear models, Mixtures ofg-Priors in Generalized Linear Models

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