Consistency of hyper-\(g\)-prior-based Bayesian variable selection for generalized linear models
From MaRDI portal
Publication:509599
DOI10.1214/15-BJPS299zbMath1359.62306MaRDI 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
62P12: Applications of statistics to environmental and related topics
62F15: Bayesian inference
62J12: Generalized linear models (logistic models)
62C12: Empirical decision procedures; empirical Bayes procedures
Related Items
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