Pages that link to "Item:Q661180"
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The following pages link to Fully Bayes factors with a generalized \(g\)-prior (Q661180):
Displayed 37 items.
- Consistency of Bayes factors under hyper \(g\)-priors with growing model size (Q254923) (← links)
- Bayesian model selection for a linear model with grouped covariates (Q312603) (← links)
- Bayes factor consistency for nested linear models with a growing number of parameters (Q389299) (← links)
- A study of variable selection using \(g\)-prior distribution with ridge parameter (Q434980) (← links)
- On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models (Q498061) (← links)
- A two-component \(G\)-prior for variable selection (Q516468) (← links)
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications (Q528107) (← links)
- Criteria for Bayesian model choice with application to variable selection (Q693737) (← links)
- Consistency of Bayes factor for nonnested model selection when the model dimension grows (Q726729) (← links)
- Bayesian structured variable selection in linear regression models (Q737001) (← links)
- Selection of the bandwidth parameter in a Bayesian kernel regression model for genomic-enabled prediction (Q906072) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Power-expected-posterior priors for generalized linear models (Q1631573) (← links)
- The matrix-F prior for estimating and testing covariance matrices (Q1631604) (← links)
- Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters (Q1642734) (← links)
- The expectation-maximization approach for Bayesian quantile regression (Q1659461) (← links)
- Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
- Objective Bayesian model discrimination in follow-up experimental designs (Q1694014) (← links)
- Restricted type II maximum likelihood priors on regression coefficients (Q2057361) (← links)
- A comparison of power-expected-posterior priors in shrinkage regression (Q2081738) (← links)
- On the role of the prior in multiplicity adjustment (Q2323165) (← links)
- Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis (Q2358912) (← links)
- Bayes factor consistency for unbalanced ANOVA models (Q2863094) (← links)
- Mixtures of<i><i>g</i></i>-Priors in Generalized Linear Models (Q3121572) (← links)
- On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces (Q4916951) (← links)
- EMVS: The EM Approach to Bayesian Variable Selection (Q4975419) (← links)
- Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model (Q5036373) (← links)
- Posterior Odds with a Generalized Hyper-<i>g</i>-Prior (Q5080445) (← links)
- Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines (Q5084431) (← links)
- Bayes Factor Consistency for One-way Random Effects Model (Q5177604) (← links)
- A Bayesian subgroup analysis using collections of ANOVA models (Q5280190) (← links)
- Informed Bayesian <i>t</i>-Tests (Q5869268) (← links)
- Bayesian variable selection for linear regression with the κ-G priors (Q6042991) (← links)
- Economic variable selection (Q6059429) (← links)
- Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression (Q6086561) (← links)
- Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models (Q6121976) (← links)
- The expectation-maximization approach for Bayesian additive Cox regression with current status data (Q6134384) (← links)