Mixtures of g Priors for Bayesian Variable Selection

DOI10.1198/016214507000001337zbMath1335.62026OpenAlexW2020389170MaRDI QIDQ3632649

Feng Liang, Merlise A. Clyde, German Molina, James O. Berger, Rui Paulo

Publication date: 12 June 2009

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214507000001337

zbMATH Keywords

empirical Bayesmodel selectionGaussian hypergeometric functionsAICBICBayesian model averagingCauchyZellner-Siow priors

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12)

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